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Subject: Re: unsorted eigenvalues
Date: Sun, 18 Nov 2007 11:38:42 +0000 (UTC)
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Hi Robert and all,

I was in the same problem. But, now I have the answer.

> What is the significance of unsorted eigenvalues?  I mean,
> the eigenvalues are roots of the characteristic polynomial -
> in what sense do these roots have order?

Since an eigenvector matrix is just a rotating matrix, there
are a CORRESPONDENCE between the original order and the
order of eigenvalues after eigenvalue decomposition. What we
are talking about is this.

Here is the answer:

C=cov(some_data);
[V,D]=eig(C);
unsorted_eigenvalues=V'*C*V;

I hope your answer is the same one:)

Best,
Masakazu