Hello all,

It seems that running the following code crashes gretl in my computer.

For some reason more than 128 "series" less than 146 does not work in the eigensym() command.

I am not sure if it is my computer or a "bug" ... or just me (i have a feeling i am doing something terribly wrong..)

I run gretl on MS_windows (x86_64), 2015-10-19 version 2015d

Please find the code below (thanks for your time!!).

Note: when i change 129 to <=128 or to >=146 then it does not crash.

nulldata 600
setobs 1 1 --special-time-series

list xlist = null
loop i=1..129 --quiet
series x$i = normal()
xlist += x$i
endloop

scalar cT = $nobs
scalar cK = nelem(xlist)

matrix mX = {xlist}

mXdm = (mX .- meanc(mX))/cT

matrix XtX = (mXdm'mXdm)

matrix Ve0 = {} #ascending eigenvectors
matrix Va0 = eigensym( XtX , &Ve0 )

****************************************
Ioannis A. Venetis, Associate Professor
Director of Postgraduate Studies
University of Patras, School of Business Administration,
Department of Economics
University Campus, Rio, 26504, Greece
Tel: 0030 2610 969964
https://sites.google.com/site/ioannisavenetis/
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