Mata gives complex eigenvalues

[Kristoffer Milonas]

Mata gives me complex eigenvalues when I think they should be real.
I have a real matrix G. eigenvalues(G'*G) returns some complex numbers, which I believe is wrong since G'*G is symmetric by definition. Has anyone experienced something similar, or am I missing something? Thanks

[Matthew J. Baker]

Kristoffer --

I don't know if this applies to your situation, but hopefully it helps a bit. I believe that the eigenvalues() function returns complex numbers as a matter of course. That is, something like:

mata: 
G=runiform(10,10)
G=G'G
g=eigenvalues(G)
eltype(g)

will always return the result complex. What you probably want to use is the function symeigenvalues() if your matrix is symmetric. I think that this will return real numbers (so long as there isn't something wrong with your matrix. This is documented in the help file (help mata eigensystem()).

Best,

Matt Baker