Available eigenvalues functions for non symmetric matrix


#1

Hi all,

I have seen that Stan has function eigenvalues_sym(matrix A) to compute the eigenvalues of a symmetric matrix (The vector of eigenvalues of a symmetric matrix A in ascending order).

I am wondering whether Stan has a similar function but can compute eigenvalues for non symmetric matrices.

Do you have any idea?

Kind regards,
Trung Dung.

P/S: I see that we can do in C++.


#2

Stan currently doesn’t support this because the current release does not allow for complex-valued parameters (an eigenvalue of a general matrix will be complex)


#3

Thank you, I understand now.

For this region, we should be sure before running the program that the matrix should has real eigenvalues.


#4

It has to be symmetric. Stan can’t take into account other structures that guarantee real eigenvalues.


#5

Yes, it should symmetric, that is why only symmetric version of function eigenvalues_sym exists.

Thank you so much again!