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Calculate eigenvector with relation to the smallest eigenvalue

Mar 4, 2015 at 12:30 PM

I'm new to the Math.NET library, so please bear with me.

What I'm trying to do is calculate the eigenvector with relation to the smallest eigenvalue.

I have my dense 3x3 matrix calculated and called covarianceMatrix from which I'm getting the Evd object like this:
Evd<double> eigen = covarianceMatrix.Evd(Symmetricity.Symmetric);
In documentation of the Evd class there are two properties which should be helpful to me. According to the documentation the EigenValues property should be sorted in ascending order, so the smallest eigenvalue should be the first one.
The problem is that there is no mention of how the EigenVectors property is organized and I can't figure out how to get the correct one.

Can anybody help me with this? Or is there some other way to get the eigenvector w.r.t. smallest eigenvalue using Math.NET?

Thank you very much for any help!