I used numpy.linalg.eig()
to obtain eigen values for a covariance matrix.
The eigen values returned are complex numbers.
Now I have found the answer about how to sort these eigen values, but I want to know how to sort them when the values are complex numbers?
Basically, what is the method to sort them?
Are they sorted solely by their real part? Are they first sorted by real part and then again sorted by the imaginary part?
Is their a standard way of ordering complex nos.?