Looping across matrices

[Scott Miller]

Hi, I cannot find the answer to this and it is maddening.

I am trying to loop in Mata. I need to loop in Mata because I am creating matrices that are used in a solver. In the following code I am creating the vector firstterm, but I cannot figure out how to loop over the S_pp matrices (from S_pp1-S_pp100), where $models=100.


mata:
for (i = 1; i <= $models; i++) {
for (j = 1; j <= $models; j++) {
for (k = 1; k <= $models; k++) {
if (i == j & j == k) {
firstterm = J($draws, 1, .)
for (n = 1; n <= $draws; n++) {
firstterm[n, 1] = sim_B_rand_price_sim[n, 1]^2 * (1 - 2 * sim_shares_sim[i, n]) * sim_shares_sim[i, n] * (1 - sim_shares_sim[i, n]) / $draws
}
S_ppi[j, k] = sum(firstterm)
.......

The rest of the code is not needed to answer the question. If anyone could help me figure out how to edit S_ppi[j,k] so that the code will loop over the existing matrices S_pp1-S_pp100, I will be eternally grateful.

[Luis Pecht]

Scott, to loop thru sequential matrices, a row vector of pointers, helps.

. help [M-2] pointers

mata:

P = J(1, 3, NULL) <--- row vector of pointers

for (x=1; x<=3; x++) {
P[x] = &J(2,2,x) <--- storing matrix's pointer address in the row vector
}


for (x=1; x<=3; x++) {
*P[x] <--- loop to access stored matrix
}


[symmetric]
       1   2
    +---------+
  1 |  1      |
  2 |  1   1  |
    +---------+
[symmetric]
       1   2
    +---------+
  1 |  2      |
  2 |  2   2  |
    +---------+
[symmetric]
       1   2
    +---------+
  1 |  3      |
  2 |  3   3  |
    +---------+

LP