Sorting eigenvectors by their eigenvalues (associated sorting)
- by fbrereto
I have an unsorted vector of eigenvalues and a related matrix of eigenvectors. I'd like to sort the columns of the matrix with respect to the sorted set of eigenvalues. (e.g., if eigenvalue[3] moves to eigenvalue[2], I want column 3 of the eigenvector matrix to move over to column 2.)
I know I can sort the eigenvalues in O(N log N) via std::sort. Without rolling my own sorting algorithm, how do I make sure the matrix's columns (the associated eigenvectors) follow along with their eigenvalues as the latter are sorted?