Hello all, It seems that the 'eigh' routine from numpy.linalg does not follow the same convention as numpy.linalg.eig in terms of the order of the returned eigenvalues. (And thus eigenvectors as well...) Specifically, eig returns eigenvalues in order from largest to smallest, while eigh returns them from smallest to largest. Example:
a = numpy.array([[21, 28, 35],[28, 38, 48],[35, 48, 61]]) numpy.linalg.eigh(a) (array([ -1.02825542e-14, 7.04131679e-01, 1.19295868e+02]), array([[ 0.40824829, -0.81314396, -0.41488581], [-0.81649658, -0.12200588, -0.56431188], [ 0.40824829, 0.56913221, -0.71373795]]))
numpy.linalg.eig(a) (array([ 1.19295868e+02, 7.04131679e-01, 4.62814557e-15]), array([[-0.41488581, -0.81314396, 0.40824829], [-0.56431188, -0.12200588, -0.81649658], [-0.71373795, 0.56913221, 0.40824829]]))
Is this a bug? If it is, though, fixing it now might break code that depends on this 'wrong' order. (This is also present in scipy.linalg.) If not a bug, or not-fixable-now, then at least some documentation as to the convention regarding ordering of eigenvalues is probably worthwhile... Any thoughts? Zach