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https://issues.apache.org/jira/browse/MATH-1456?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16438829#comment-16438829
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Mark Williamson edited comment on MATH-1456 at 4/15/18 8:41 PM:
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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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