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From "Mark Williamson (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-1456) Sorted EigenSystem for EigenDecomposition for non-symmetric matrices
Date Sun, 15 Apr 2018 20:42:00 GMT

    [ https://issues.apache.org/jira/browse/MATH-1456?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16438829#comment-16438829
] 

Mark Williamson edited comment on MATH-1456 at 4/15/18 8:41 PM:
----------------------------------------------------------------

I have made an initial [attempt|https://github.com/mjw99/commons-math/commits/MATH-1456/src/main/java/org/apache/commons/math4/linear/EigenDecomposition.java]
at this.

However, I am having an issue with the reordering of the imagEigenvalues[] when reordering
realEigenvalues[], especially when one has two realEigenvalues of the same value, but opposite
signed imagEigenvalue. I will try to look at this some more.


was (Author: mjw99):
I have made an [attempt|https://github.com/mjw99/commons-math/commits/MATH-1456/src/main/java/org/apache/commons/math4/linear/EigenDecomposition.java]
at this.

However, I am having an issue with the reordering of the imagEigenvalues[] when reordering
realEigenvalues[]. I will try to look at this some more.

> Sorted EigenSystem for EigenDecomposition for non-symmetric matrices
> --------------------------------------------------------------------
>
>                 Key: MATH-1456
>                 URL: https://issues.apache.org/jira/browse/MATH-1456
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.6.1
>            Reporter: Mark Williamson
>            Priority: Minor
>
> Would it be possible to have the eigenvalues and associated eigenvectors, sorted by magnitude
of the eigenvalues for non-symmetric matrices?
> It seems an ordering is done for symmetric matrices in findEigenVectors()
> [https://github.com/apache/commons-math/blob/master/src/main/java/org/apache/commons/math4/linear/EigenDecomposition.java#L669]
> However, this is not done in findEigenVectorsFromSchur()
>  



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