On 11/07/2011 10:16 PM, Sven Schreiber wrote:
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.
>
BTW, w.r.t. Matlab the following snippet is interesting (taken from
http://www.mathworks.com/matlabcentral/newsreader/view_thread/297034):
"
We don't document the order in which either EIG or EIGS returns the
eigenvalues; if you want them to be sorted, call SORT on the output of
the function.
I wonder if we should put a statement in the documentation for these two
functions that explicitly states that the eigenvalues may or may not be
sorted and that users should not depend on them being sorted in a
particular order.
--
Steve Lord
slord(a)mathworks.com
"
-sven