hello
i was trying the linalg.eigh()
when i apply eigh() on a covariance matrix (an ndarray of shape 6x6 i
get evals,evectors
suppose i get it like
evals= array([2.2, 5.5, 4.4, 1.7, 7.7, 6.3])
evectors=array([[3.,5. ,1. ,6. ,2. ,4. ],
[2.,1.,5.,7.,5.,3.],
[8.,9.,6.,5.,4.,3.],
[2.,1.,3.,4.,5.,9.],
[0.1,3.,2.,4.,5.,1.],
[6.,5.,7.,4.,2.,8.]
])
which is the array that corresponds to eigenvalue 2.2 of evals?
is it the first column of evectors? or is it the first row?
if i were to sort the evectors based on the eigenvalue ,i guess the
most significant eigenvector should correspond to the value of
7.7 ,then am i supposed to consider the 5th column of evectors as the
most significant eigenvector?
please someone help me clear this confusion
thanks
gordon
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