At over 7650 members, it is quite an active and informative list. Although one word of warning, it can get very busy (~3000 posts a month), so make sure you set up the appropriate filters otherwise your inbox can get a bit overwhelmed.

Happy Flexing!
Peter

Does the following work for you? Note that I have a slight “workaround” where I’m storing the currently selected header by listening for the data grid control’s headerRelease event.

<?xml version="1.0" encoding="utf-8"?>
<mx:Application xmlns:mx="http://www.adobe.com/2006/mxml"
        layout="vertical"
        verticalAlign="middle"
        backgroundColor="white"
        creationComplete="init();">

    <mx:Script>
        <![CDATA[
            import mx.events.DataGridEvent;
            import mx.controls.dataGridClasses.DataGridColumn;
            import mx.controls.DataGrid;
            import mx.utils.ObjectUtil;

            private var dataGrid:DataGrid;
            private var col:String;

            private function init():void {
                /* name column */
                var nameCol:DataGridColumn = new DataGridColumn("name");
                /* col1 column */
                var col1Col:DataGridColumn = new DataGridColumn("col1");
                col1Col.sortCompareFunction = numericSort;
                /* col2 column */
                var col2Col:DataGridColumn = new DataGridColumn("col2");
                col2Col.sortCompareFunction = numericSort;
                /* col3 column */
                var col3Col:DataGridColumn = new DataGridColumn("col3");
                col3Col.sortCompareFunction = numericSort;
                /* col4 column */
                var col4Col:DataGridColumn = new DataGridColumn("col4");
                col4Col.sortCompareFunction = numericSort;

                var cols:Array = [];
                cols.push(nameCol);
                cols.push(col1Col);
                cols.push(col2Col);
                cols.push(col3Col);
                cols.push(col4Col);

                dataGrid = new DataGrid();
                dataGrid.dataProvider = arr;
                dataGrid.columns = cols;
                dataGrid.addEventListener(DataGridEvent.HEADER_RELEASE, dataGrid_headerRelease);
                addChild(dataGrid);
            }

            private function dataGrid_headerRelease(evt:DataGridEvent):void {
                col = dataGrid.columns[evt.columnIndex].dataField;
            }

            private function numericSort(itemA:Object, itemB:Object):int {
                return ObjectUtil.numericCompare(itemA[col], itemB[col]);
            }
        ]]>
    </mx:Script>

    <mx:Array id="arr">
        <mx:Object name="one" col1="1" col2="0.59" col3="1.5" col4="40" />
        <mx:Object name="two" col1="2" col2="0.32" col3="1.1" col4="-12" />
        <mx:Object name="three" col1="3" col2="0.82" col3="2.9" col4="22" />
        <mx:Object name="four" col1="4" col2="0.29" col3="-0.2" col4="25" />
        <mx:Object name="five" col1="5" col2="0.33" col3="5.0" col4="37" />
        <mx:Object name="six" col1="6" col2="0.51" col3="-2.3" col4="-11" />
        <mx:Object name="seven" col1="7" col2="0.70" col3="4.1" col4="-9" />
    </mx:Array>

</mx:Application>

datagridcolumnname.sortCompareFunction = numericSort;

in the mx:Script tags

Not sure if there is a better way, but this was the first idea that came to mind. Surprisingly, it seems to work, based on my approximate 90 seconds of testing.

<?xml version="1.0" encoding="utf-8"?>
<mx:Application xmlns:mx="http://www.adobe.com/2006/mxml" layout="vertical">

    <mx:Script>
        <![CDATA[
            import mx.utils.ObjectUtil;

            private var col:String;

            private function numericSort(itemA:Object, itemB:Object):int {
                return ObjectUtil.numericCompare(itemA[col], itemB[col]);
            }
        ]]>
    </mx:Script>

    <mx:Array id="arr">
        <mx:Object name="one" col1="1" col2="0.59" col3="1.5" col4="40" />
        <mx:Object name="two" col1="2" col2="0.32" col3="1.1" col4="-12" />
        <mx:Object name="three" col1="3" col2="0.82" col3="2.9" col4="22" />
        <mx:Object name="four" col1="4" col2="0.29" col3="-0.2" col4="25" />
        <mx:Object name="five" col1="5" col2="0.33" col3="5.0" col4="37" />
        <mx:Object name="six" col1="6" col2="0.51" col3="-2.3" col4="-11" />
        <mx:Object name="seven" col1="7" col2="0.70" col3="4.1" col4="-9" />
    </mx:Array>

    <mx:DataGrid id="dataGrid"
            dataProvider="{arr}"
            headerRelease="col = dataGrid.columns[event.columnIndex].dataField;">
        <mx:columns>
            <mx:DataGridColumn dataField="name" />
            <mx:DataGridColumn dataField="col1"
                    sortCompareFunction="numericSort" />
            <mx:DataGridColumn dataField="col2"
                    sortCompareFunction="numericSort" />
            <mx:DataGridColumn dataField="col3"
                    sortCompareFunction="numericSort" />
            <mx:DataGridColumn dataField="col4"
                    sortCompareFunction="numericSort" />
        </mx:columns>
    </mx:DataGrid>

</mx:Application>

Hope that helps,
Peter