sorteig

function [U,D] = sorteig(M)
routine to automatically sort eigenvalues/eigenvectors in decreasing order

0001 function [U,D] = sorteig(M)
0002 %function [U,D] = sorteig(M)
0003 %routine to automatically sort eigenvalues/eigenvectors in decreasing order
0004 
0005 [m,m] = size(M);
0006 
0007 [TU,TD] = eig(M);
0008 
0009 D = zeros(m,m);
0010 
0011 
0012 [junk,order] = sort(-diag(TD));        % negative to get reverse sort
0013 
0014 for i=1:m
0015   U(:,i) = TU(:,order(i));   %index(i));
0016   D(i,i) = TD(order(i),order(i)); %vr(i);
0017 end
0018