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...
Allin