Eigenvalus and Eigenvectors, Forming matrices
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mohammed abdul wadood
on 26 Mar 2018
Commented: mohammed abdul wadood
on 26 Mar 2018
hi, if i have Eigenvalues and Eigenvectors matrices calculated from covariance matrix (A), how can i formed new matrix (H) that the first row for it is the eigenvector that corresponding to the largest eigenvalue, and similarly for the rest of rows.
H=[e1'; e2'; ... ;en']
thanks.
4 Comments
John D'Errico
on 26 Mar 2018
Sort returns TWO outputs.
you can use sort to sort a vector. Then take the second argument from sort to sort a second array or vector. This is what birdman did for you in his answer.
Accepted Answer
Birdman
on 26 Mar 2018
One approach:
A=[2 4;5 1]
[V,D,~]=eig(A)
[~,idx]=sort(D(D~=0),'descend')
V(idx,:)=V.' %corresponds to your desired H matrix
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