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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] ordering of eigenvalues
- From: Susanne Suter <susanne.suter@xxxxxxxxx>
- Date: Tue, 8 Feb 2011 16:58:47 +0100
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Hi
I'm testing the Eigen library in order to use it for eigenvalue
decomposition or SVD. In the end I need the eigenvectors (left
singular vectors) and the eigenvalues (singular values).
I noticed that when using the EigenSolver classes, the ordering of the
eigenvalues is not as I expected. Normally, I would expect that I get
an ordering analogous to the singular values, i.e., an ordering with
the maximum absolute value first and then decreasing values ordered by
their absolute value (sometimes also called "largest magnitude
eigenvalues"). What I get now, looks a bit like an ordering
considering the sign.
### eigenvalues of A are: -2.77687 -1.50582 -0.0370092 0.848378
However, I would expect
### eigenvalues of A are: -2.77687 -1.505820.848378 -0.0370092