Re: [eigen] ordering of eigenvalues of EigenSolver

[Susanne Suter <susanne.suter@xxxxxxxxx>]

hi again

I'm sorry, I have to correct myself. Lapack does the same as eigen
regarding eigenvalue decomposition, so only MatLab does the sorting
for the x largest magnitude eigenvalues.

susanne

On Tue, Feb 22, 2011 at 8:57 AM, Susanne Suter <susanne.suter@xxxxxxxxx> wrote:
> hi
>
> thank you for taking the time to check that issue.
>
> I noticed now that I use instead of EIG/SSYEV the function EIGS in
> MatLab and the function SSYEVX in Lapack, which both return the x most
> significant eigenvalues. so I've learned by now that there are two (or
> more) types of eigenvalue decomposition methods provided in Matlab and
> Lapack while eigen supports one.
>
> thx again,
>
> susanne
>
>
>
> On Tue, Feb 22, 2011 at 8:35 AM, Gael Guennebaud
> <gael.guennebaud@xxxxxxxxx> wrote:
>> On Tue, Feb 22, 2011 at 1:18 AM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:
>>>>
>>>> Furthermore, other eigenvalue decomposition libraries seem to order
>>>> eigenvalues, too. E.g., MatLab (based on ARPACK)
>>>
>>> Ah, I didn't know about Matlab.
>>
>> actually MatLab does as us and Lapack do, for instance:
>>
>> $ eig( diag([1 -1 2 -3 4]))'
>>
>> ans =
>>
>>    -3    -1     1     2     4
>>
>> Same for Octave or Scilab.
>>
>> I don't see any reason to change for a convention that nobody follow
>> while our current behavior seems to be quite standard.
>>
>> On the other hand we could allow for sorting capability such that user
>> can easily sort rows or column as they like.
>>
>> gael
>>
>>
>>
>