When the eigenvalues of a matrix are determined by eigen(), the eigenvalues are always returned in decreasing order.
I am wondering if with eigen() is possible to get the eigenvalues with a no specific order? Do you know if it is posible?
Example:
covMat <- var(cbind(A,B,C))
covMat
A B C
A 0.09687525 0.06327042 0.04580442
B 0.06327042 0.28298154 0.09056438
C 0.04580442 0.09056438 0.15467751
evals<-eigen(covMat)$values
[1] 0.43162433 0.10861830 0.06010923
If it is not possible, is there any other R package where I can get the eigenvalues without any order?
Thnak you very much for your time!
Sara