Den 07/11/2011 kl. 21.35 skrev Riccardo (Jack) Lucchetti:
On Mon, 7 Nov 2011, Allin Cottrell wrote:
> On Mon, 7 Nov 2011, Andreas Noack Jensen wrote:
>
>> When talking about eigsolve it would nice if the Command
>> Reference indicated in which order the values and vectors
>> are sorted.
>
> Yes, granted. At present they're sorted from smallest to
> largest, which is the way lapack's dsyev gives them. But while
> we're thinking about this, is there a case for reversing the
> order? It's more convenient to have them in descending order
> for cointegration analysis but of course there are other uses
> for eigen-calculations...
(Badly impersonating Sven:) But that would be backward-incompatible,
wouldn't it?
No, seriously. IMO, once we've made it clear what the function's behaviour
is, we're ok.
As a new user I have no idea about how much code there would be affected, but the fact
that it has not been documented so far makes it easier to change, I believe. Right now I
am reversing the order each time I use these functions so it would be easier for me if was
changed but on the other hand it is quite easy to do it. Just for comparison with the
other players, R and Ox have descending, Matlab one function for each direction of
ordering.
Best
A
--
Andreas Noack Jensen
Ph.d.-stipendiat
Økonomisk Institut andreas.noack.jensen(a)econ.ku.dk
Københavns Universitet
http://www.econ.ku.dk/phdstudent/noack/
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