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The Mata Book
A Book for Serious Programmers and Those Who Want to Be

William W. Gould STATACORP LLC

®

A Stata Press Publication StataCorp LLC College Station, Texas

®

Copyright © 2018 StataCorp LLC

All rights reserved. First edition 2018

Published by Stata Press, 4905 Lakeway Drive, College Station, Texas 77845

Typeset in LATEX 2

Printed in the United States of America

10 9 8 7 6 5 4 3 2 1

Print ISBN-10: 1-59718-263-X

Print ISBN-13: 978-1-59718-263-8

ePub ISBN-10: 1-59718-264-8

ePub ISBN-13: 978-1-59718-264-5

Mobi ISBN-10: 1-59718-265-6

Mobi ISBN-13: 978-1-59718-265-2

Library of Congress Control Number: 2018933411

No part of this book may be reproduced, stored in a retrieval system, or

transcribed, in any form or by any means—electronic, mechanical, photocopy,

2
recording, or otherwise—without the prior written permission of StataCorp LLC.

Stata, , Stata Press, Mata, , and NetCourse are registered trademarks of

StataCorp LLC.

Stata and Stata Press are registered trademarks with the World Intellectual Property
Organization of the United Nations.

NetCourseNow is a trademark of StataCorp LLC.

LATEX 2 is a trademark of the American Mathematical Society.

3
Contents

Acknowledgment

1 Introduction
1.1 Is this book for me?
1.2 What is Mata?
1.3 What is covered in this book
1.4 How to download the files for this book
2 The mechanics of using Mata
2.1 Introduction
2.2 Mata code appearing in do-files
2.3 Mata code appearing in ado-files
2.4 Mata code to be exposed publicly
3 A programmer’s tour of Mata
3.1 Preliminaries
3.1.1 Results of expressions are displayed when not stored
3.1.2 Assignment
3.1.3 Multiple assignment
3.2 Real, complex, and string values
3.2.1 Real values
3.2.2 Complex values
3.2.3 String values (ASCII, Unicode, and binary)
3.3 Scalars, vectors, and matrices
3.3.1 Functions rows(), cols(), and length()
3.3.2 Function I()
3.3.3 Function J()
3.3.4 Row-join and column-join operators
3.3.5 Null vectors and null matrices
3.4 Mata’s advanced features
3.4.1 Variable types
3.4.2 Structures
3.4.3 Classes
3.4.4 Pointers
3.5 Notes for programmers
3.5.1 How programmers use Mata’s interactive mode

4
 3.5.2 What happens when code has errors
3.5.3 The _error() abort function
4 Mata’s programming statements
4.1 The structure of Mata programs
4.2 The program body
4.2.1 Expressions
4.2.2 Conditional execution statement
4.2.3 Looping statements
4.2.3.1 while
4.2.3.2 for
4.2.3.3 do while
4.2.3.4 continue and break
4.2.4 goto
4.2.5 return
4.2.5.1 Functions returning values
4.2.5.2 Functions returning void
5 Mata’s expressions
5.1 More surprises
5.2 Numeric and string literals
5.2.1 Numeric literals
5.2.1.1 Base-10 notation
5.2.1.2 Base-2 notation
5.2.2 Complex literals
5.2.3 String literals
5.3 Assignment operator
5.4 Operator precedence
5.5 Arithmetic operators
5.6 Increment and decrement operators
5.7 Logical operators
5.8 (Understand this ? skip : read) Ternary conditional operator
5.9 Matrix row and column join and range operators
5.9.1 Row and column join
5.9.2 Comma operator is overloaded
5.9.3 Row and column count vectors
5.10 Colon operators for vectors and matrices
5.11 Vector and matrix subscripting
5.11.1 Element subscripting
5.11.2 List subscripting
5.11.3 Permutation vectors

5
 5.11.3.1 Use to sort data
5.11.3.2 Use in advanced mathematical programming
5.11.4 Submatrix subscripting
5.12 Pointer and address operators
5.13 Cast-to-void operator
6 Mata’s variable types
6.1 Overview
6.2 The forty variable types
6.2.1 Default initialization
6.2.2 Default eltype, orgtype, and therefore, variable type
6.2.3 Partial types
6.2.4 A forty-first type for returned values from functions
6.3 Appropriate use of transmorphic
6.3.1 Use transmorphic for arguments of overloaded functions
6.3.2 Use transmorphic for output arguments
6.3.2.1 Use transmorphic for passthru variables
6.3.3 You must declare structures and classes if not passthru
6.3.4 How to declare pointers
7 Mata’s strict option and Mata’s pragmas
7.1 Overview
7.2 Turning matastrict on and off
7.3 The messages that matastrict produces, and suppressing them
8 Mata’s function arguments
8.1 Introduction
8.2 Functions can change the contents of the caller’s arguments
8.2.1 How to document arguments that are changed
8.2.2 How to write functions that do not unnecessarily change arguments
8.3 How to write functions that allow a varying number of arguments
8.4 How to write functions that have multiple syntaxes
9 Programming example: n_choose_k() three ways
9.1 Overview
9.2 Developing n_choose_k()
9.3 n_choose_k() packaged as a do-file
9.3.1 How I packaged the code: n_choose_k.do
9.3.2 How I could have packaged the code
9.3.2.1 n_choose_k.mata
9.3.2.2 test_n_choose_k.do

6
 9.3.3 Certification files
9.4 n_choose_k() packaged as an ado-file
9.4.1 Writing Stata code to call Mata functions
9.4.2 nchooseki.ado
9.4.3 test_nchooseki.do
9.4.4 Mata code inside of ado-files is private
9.5 n_choose_k() packaged as a Mata library routine
9.5.1 Your approved source directory
9.5.1.1 make_lmatabook.do
9.5.1.2 test.do
9.5.1.3 hello.mata
9.5.1.4 n_choose_k.mata
9.5.1.5 test_n_choose_k.do
9.5.2 Building and rebuilding libraries
9.5.3 Deleting libraries
10 Mata’s structures
10.1 Overview
10.2 You must define structures before using them
10.3 Structure jargon
10.4 Adding variables to structures
10.5 Structures containing other structures
10.6 Surprising things you can do with structures
10.7 Do not omit the word scalar in structure declarations
10.8 Structure vectors and matrices and use of the constructor function
10.9 Use of transmorphic with structures
10.10 Structure pointers
11 Programming example: Linear regression
11.1 Introduction
11.2 Self-threading code
11.3 Linear-regression system lr*() version 1
11.3.1 lr*() in action
11.3.2 The calculations to be programmed
11.3.3 lr*() version-1 code listing
11.3.4 Discussion of the lr*() version-1 code
11.3.4.1 Getting started
11.3.4.2 Assume subroutines
11.3.4.3 Learn about Mata’s built-in subroutines
11.3.4.4 Use of built-in subroutine cross()

7
 11.3.4.5 Use more subroutines
11.4 Linear-regression system lr*() version 2
11.4.1 The deviation from mean formulas
11.4.2 The lr*() version-2 code
11.4.3 lr*() version-2 code listing
11.4.4 Other improvements you could make
11.5 Closeout of lr*() version 2
11.5.1 Certification
11.5.2 Adding lr*() to the lmatabook.mlib library
12 Mata’s classes
12.1 Overview
12.1.1 Classes contain member variables
12.1.2 Classes contain member functions
12.1.3 Member functions occult external functions
12.1.4 Members—variables and functions—can be private
12.1.5 Classes can inherit from other classes
12.1.5.1 Privacy versus protection
12.1.5.2 Subclass functions occult superclass functions
12.1.5.3 Multiple inheritance
12.1.5.4 And more
12.2 Class creation and deletion
12.3 The this prefix
12.4 Should all member variables be private?
12.5 Classes with no member variables
12.6 Inheritance
12.6.1 Virtual functions
12.6.2 Final functions
12.6.3 Polymorphisms
12.6.4 When to use inheritance
12.7 Pointers to class instances
13 Programming example: Linear regression 2
13.1 Introduction
13.2 LinReg in use
13.3 LinReg version-1 code
13.4 Adding OPG and robust variance estimates to LinReg
13.4.1 Aside on numerical accuracy: Order of addition
13.4.2 Aside on numerical accuracy: Symmetric matrices
13.4.3 Finishing the code
13.5 LinReg version-2 code

8
13.6 Certifying LinReg version 2
13.7 Adding LinReg version 2 to the lmatabook.mlib library
14 Better variable types
14.1 Overview
14.2 Stata’s macros
14.3 Using macros to create new types
14.4 Macroed types you might use
14.4.1 The boolean type
14.4.2 The Code type
14.4.3 Filehandle
14.4.4 Idiosyncratic types, such as Filenames
14.4.5 Macroed types for structures
14.4.6 Macroed types for classes
14.4.7 Macroed types to avoid name conflicts
15 Programming constants
15.1 Problem and solution
15.2 How to define constants
15.3 How to use constants
15.4 Where to place constant definitions
16 Mata’s associative arrays
16.1 Introduction
16.2 Using class AssociativeArray
16.3 Finding out more about AssociativeArray
17 Programming example: Sparse matrices
17.1 Introduction
17.2 The idea
17.3 Design
17.3.1 Producing a design from an idea
17.3.2 The design goes bad
17.3.3 Fixing the design
17.3.3.1 Sketches of R_*x*() and S_*x*() subroutines
17.3.3.2 Sketches of class’s multiplication functions
17.3.4 Design summary
17.3.5 Design shortcomings
17.4 Code
17.5 Certification script

9
18 Programming example: Sparse matrices, continued
18.1 Introduction
18.2 Making overall timings
18.2.1 Timing T1, Mata R=RR
18.2.2 Timing T2, SpMat R=RR
18.2.3 Timing T3, SpMat R=SR
18.2.4 Timing T4, SpMat R=RS
18.2.5 Timing T5, SpMat R=SS
18.2.6 Call a function once before timing
18.2.7 Summary
18.3 Making detailed timings
18.3.1 Mata’s timer() function
18.3.2 Make a copy of the code to be timed
18.3.3 Make a do-file to run the example to be timed
18.3.4 Add calls to timer_on() and timer_off() to the code
18.3.5 Analyze timing results
18.4 Developing better algorithms
18.4.1 Developing a new idea
18.4.2 Aside
18.4.2.1 Features of associative arrays
18.4.2.2 Advanced use of pointers
18.5 Converting the new idea into code sketches
18.5.0.3 Converting the idea into a sketch of R_SxS()
18.5.0.4 Sketching subroutine cols_of_row()
18.5.1 Converting sketches into completed code
18.5.1.1 Double-bang comments and messages
18.5.1.2 // NotReached comments
18.5.1.3 Back to converting sketches
18.5.2 Measuring performance
18.6 Cleaning up
18.6.1 Finishing R_SxS() and cols_of_row()
18.6.2 Running certification
18.7 Continuing development
19 The Mata Reference Manual
A Writing Mata code to add new commands to Stata
A.1 Overview
A.2 Ways to structure code
A.3 Accessing Stata’s data from Mata

10
A.4 Handling errors
A.5 Making the calculation and displaying results
A.6 Returning results
A.7 The Stata interface functions
A.7.1 Accessing Stata’s data
A.7.2 Modifying Stata’s data
A.7.3 Accessing and modifying Stata’s metadata
A.7.4 Changing Stata’s dataset
A.7.5 Accessing and modifying Stata macros, scalars, matrices
A.7.6 Executing Stata commands from Mata
A.7.7 Other Stata interface functions
B Mata’s storage type for complex numbers
B.1 Complex values
B.2 Complex values and literals
B.3 Complex scalars, vectors, and matrices
B.4 Real, complex, and numeric eltypes
B.5 Functions Re(), Im(), and C()
B.6 Function eltype()
C How Mata differs from C and C++
C.1 Introduction
C.2 Treatment of semicolons
C.3 Nested comments
C.4 Argument passing
C.5 Strings are not arrays of characters
C.6 Pointers
C.6.1 Pointers to existing objects
C.6.2 Pointers to new objects, allocation of memory
C.6.3 The size and even type of the object may change
C.6.4 Pointers to new objects, freeing of memory
C.6.5 Pointers to subscripted values
C.6.6 Pointer arithmetic is not allowed
C.7 Lack of switch/case statements
C.8 Mata code aborts with error when C would crash
D Three-dimensional arrays (advanced use of pointers)
D.1 Introduction
D.2 Creating three-dimensional arrays
References

11
Author index
Subject index

12
Acknowledgment
I thank Nicholas J. Cox for suffering through an earlier draft of this book
and identifying the places where I was pedantic, abstruse, or off on a
tangent. I thought I was done but Nick convinced me otherwise. This book
is better because of him. Remaining inelegancies and errors are mine.

13
Chapter 1
Introduction

14
1.1 Is this book for me?

This book is for you if you have tried to learn Mata by reading the Mata
Reference Manual and failed. You are not alone. Though the manual
describes the parts of Mata, it never gets around to telling you what Mata
is, what is special about Mata, what you might do with Mata, or even how
Mata’s parts fit together. This book does that.

This is an applied book. It will teach you the modern way to write
programs, which is to say, it will teach you about structures, classes, and
pointers. And the book will show you some programming techniques that
may be new to you. In short, in this book, we are going to use Mata to
write programs that are good enough that StataCorp could distribute them.

This book is for “serious programmers and those who want to be”. Fifteen
years ago, the subtitle would have referenced professional rather than
serious programmers, and yet I would have written the same book. These
days, the distinction is evaporating. I meet researchers who do not program
for a living but are most certainly serious. And I meet the other kind, too.

A serious programmer is someone who has a serious interest in sharpening

their programming skills and broadening their knowledge of programming
tools. There is an easy test to determine whether you are serious. If I tell
you that I know of a new technique for programming interrelated
equations and your response is “Tell me about it,” then you are serious.

Being serious is a matter of attitude, not current skill level or knowledge.

Still, I made assumptions in writing this book. I assumed that you have
some experience with at least one programming language, be it Stata’s
ado, Python, Java, C++, Fortran, or any other language you care to
mention. I also assumed that you already know that programs contain
conditional statements and loops. If you need a first introduction to
programming, you could look at the introductory section of the Mata
manual or at the Mata chapters in Baum’s friendly text An Introduction to
Stata Programming (2016).

The examples in this book are statistical and mathematical. Formulas are
provided, but the formulas are of secondary importance. They just provide
the examples of something for us to program.

15
In this book, I will show you a language aimed at programming statistical
and data management applications that has all the usual features and some
unique ones, too. And I will show you programming techniques that might
be new to you.

As I said, being serious is a matter of attitude. New techniques and

languages are continually being developed, and you need to learn them,
just as I still learn them. I have been programming for 45 years as a
professional. I have a lot of experience and knowledge, but I have not
stopped learning new techniques. I may be a professional programmer, but
more importantly, I am a serious one.

16
1.2 What is Mata?

Many Stata users would describe Mata as a matrix language. StataCorp

itself markets Mata that way. Mata would be more accurately described,
however, as an across-platform portable-code compiled programming
language that happens to have matrix capabilities. Just as important as its
matrix capabilities are Mata’s structures, classes, and pointers.

We at StataCorp designed and wrote Mata to be the development language

that we would use. Nowadays, we write most new features of Stata in
Mata. Before Mata existed, we used C. Compared with C, Mata code is
easier to write, less error prone, easier to debug, and easier to maintain.

It is important that Mata is compiled. Being compiled means that programs

run fast. Stata’s other programming language, ado, is interpreted.
Interpreted languages are slow in comparison with compiled languages.
Mata code runs 10–40 times faster than ado.

Mata looks a lot like C and C++. In The C Programming Language,

Kernighan and Ritchie (1978) introduced what has become perhaps the
most famous first program:

To convert the program to Mata, we need to add void in front of main():

Most Mata users would not bother typing the semicolon at the end of
printf("hello, world\n"). Semicolons are optional in Mata. There are
other differences between the languages, too. Those differences are
covered in appendix C.

17
1.3 What is covered in this book

The programs we will write in this book are

The first serious program we will write is n_choose_k(). It will have just
47 lines including comments and white space.

We will then work our way to a nearly complete implementation of linear

regression, starting with lr1.mata and ending with linreg2.mata. There
will be only 388 lines in the final code in linreg2.mata! We will use
structures for the first two implementations and use classes after that.

The earthdistance.mata program merely illustrates a point about class

programming.

Finally, we will undertake a large project, namely, the implementation of

sparse matrices. Sparse matrices are matrices in which most elements
are 0. The project will concern storing the matrices efficiently—there is no
reason to store all those 0s—and writing code to add and multiply them
just as if they were regular matrices. File spmat3.mata will contain 937
lines.

We will do all that, but we will not start until chapter 9. There is a lot to
tell you first.

18
Chapter 2 covers the mechanics of using Mata. You may know that Mata
can be used interactively, but that is not how we will be using it except
when we want to experiment before committing an idea to code.

Chapter 3 takes you on a tour of Mata. It will show you ordinary features,
such as assignment; surprising features, such as matrices and
and vectors; and advanced features, such as structures, classes, and
pointers. Pointers, by the way, are not nearly as difficult to understand as
you might fear. Later, we will use pointers when we write lr1.mata, our
first implementation of linear regression, and we will use them in an
advanced way when we write spmat3.mata to implement sparse matrices.

Chapter 4 explains Mata’s programming statements, all nine of them.

There may be only nine, but they fit together in remarkable ways.

Chapter 5 provides details about Mata’s expressions, such as y = sqrt(2).

Expressions are one of the nine programming statements, but that
understates their importance because they comprise the bulk of programs.
Just calling a subroutine is an expression. Chapter 5 also discusses
programming for numerical accuracy. Do not skip section 5.2.1.2 even
though its title is Base-2 notation.

Chapter 6 describes Mata’s 40 variable types. One of them is

transmorphic, and the chapter enumerates its proper and improper uses.

Chapter 7 is about Mata’s strict option. strict tells Mata to flag

questionable constructs in programs. Bugs hide inside questionable
constructs.

Chapter 8 is about function arguments. Mata passes arguments by

reference, but you may not yet know what that means. The chapter also
shows how to write functions that allow a varying number of arguments.

In chapter 9, we finally turn to programming. The chapter is entitled

n_choose_k() three ways. We will write the new function n_choose_k()
and use it in three ways. We will use the function in an analysis do-file, as
the computational engine inside an ado-file, and as a function to be added
to a Mata library so that it can be used anywhere and anyplace.

We will start programming in chapter 9, and we will not stop. A few

chapters after 9 will explain Mata features that we will need for the

19
programs we will write. Chapters 10 and 11 deeply explain structures.
Chapters 12 and 13 do the same for classes. Chapter 14 shows how to
create new variable types so you can declare a variable to be boolean
instead of real or an SpMat instead of a class SpMat scalar. Chapter 15
shows a better way to deal with constants that appear in code. Chapter 16
explains Mata’s associative arrays.

The chapters of this book are about Mata, not Stata. All but one example is
about writing Mata programs to be called from other Mata programs. And
yet, the purpose of Mata is to add new features to Stata. In appendix A, we
will finally discuss programming for Stata. Because you will have read the
chapters, we will be able to discuss the subject as one serious and
knowledgeable programmer with another. There will be three issues for us
to discuss.

The first issue is how code should be structured. Stata’s ado language is
how new commands are added to Stata, and Mata does not change that.
The question is whether you should write one line of ado-code calling
Mata so that the entire program is written in Mata, or you should parse in
Stata and then call Mata, or you should leave the ado-code in charge and
use Mata to provide the occasional subroutine for the ado-code to call.

The second issue is how to access Stata objects such as variables,

observations, macros, and the like. Mata provides functions to do this.

The third issue is how to handle errors caused by mistakes by the users of
our code. By default, Mata aborts with error and issues a traceback log.
That is acceptable behavior when we write subroutines for use by other
serious programmers, but it is not acceptable when writing code for direct
use by Stata users. Mata has functions that will issue informative error
messages and stop execution with a nonzero return code so that we can
write code that handles errors as gracefully as Stata users expect.

The book covers more, too. A thorough treatment of programming requires

discussion about workflow. Workflow is jargon for how to organize your
work from the time you write the first line of code to the time the program
is ready to ship or be put in use. Workflow is also about how you will later
fix the program’s first reported bug, and its second, and the substantive
expansion of capabilities that you will make two years from now.

The workflow discussion begins in chapter 2, becomes more detailed in

20
chapter 9, and continues in every programming example thereafter. Earlier,
I mentioned the programs we will be writing: hello.mata,
n_choose_k.mata, lr1.mata, and so on. When we write lr1.mata, we will
also write file test_lr1.do, a Stata do-file to certify that the code in
lr1.mata produces correct results. We will store the certified code and its
test file in our Approved Source Directory. We will develop an automated
procedure for creating and updating Mata libraries that recompiles all the
code in all the *.mata files, runs all the test_*.do files, and rebuilds
libraries from scratch.

In this book, we will produce not only programs, such as hello.mata,

n_choose_k.mata, lr1.mata, and others, but also their workflow files.
Here is the full set of files we will produce:

21
1.4 How to download the files for this book

Point your browser to

I recommend that you download the files to a new, empty folder named
~/matabook/. Then, if you want to look at hello.mata, you can type

Note for Windows users: Type the above just as shown. Stata for
Windows understands that / means \ and that ~ means your home
directory.

You can download the files using Stata by typing

22
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