GENEIGEN: Stata module to calculate eigenvalues of a real general matrix
Christopher F. Baum · RePEc: Research Papers in Economics · 2001
geneigen calculates the eigenvalues of a square matrix. The eigenvalues of a square symmetric matrix may be calculated by mat symeigen, but official Stata cannot calculate the eigenvalues of a nonsymmetric matrix. geneigen executes EISPACK code to calculate the eigenvalues' real part, imaginary part, and modulus via the QR algorithm for real Hessenberg matrices, as described in Press et al. (1992, Chapter 11).