How to find the eigenvector associated with the highest eigenvalues.

I ran PCA on a matrix and now I am asked to find the eigenvector associated to the highest eigenvalues.

How can it be done? Is the first eigenvetor in score the one associated with the higest eigenvalues?

Answer 1

[Matt J]

No, the output of eig() is not sorted, but the output of svd() is.

[Nicola Dall'Osto]

So you are confirming that PCA returns sorted scores (eigenvectros)?

[Matt J]

It depends what code you have used to perform the PCA. svd() does return sorted singular values

[Nicola Dall'Osto]

I used pca function. It uses SVD algorithm by default.

Answer 2

[Torsten]

Why not just trying whether A*x equals lambda_max*x within a certain tolerance ?