On 11/07/2011 09:58 PM, Andreas Noack Jensen wrote:
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.
You have a point that it can be argued that the ordering was not a
feature of the function, just a coincidence.
In any case, if gretl adds a sorting layer on top, this will slow things
down. IMHO at least the user should have access to the faster version
without the additional sorting, for heavy-duty computations (presumably
loops and simulations and such). So syntactically either two function
variants or an additional argument.
cheers,
sven