[R] eigenvectors order

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Tue Nov 5 14:23:37 CET 2002


On Tue, 5 Nov 2002, YERUPAJA01 wrote:

> Hi,
>
> How the eigenvectors output by the eigen() function are ordered. The
> first column corresponds to the largest eigenvalue? or is the last
> column as in Octave?
>
> I'm performing a spatial-temporal analysis of some climatic variables
> so my matrices are MxN (locations*time)and I'm looking for the leading
> EOF's. As I have understand the eigenvectors columns represent those
> EOF's
>
> Any hints will be appreciated

The eigenvectors are in the order of the eigenvalues, and ?eigen tells you
that.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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