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.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti