Timeline for Eigenvalues of covariance matrix are negative
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 27, 2021 at 14:31 | comment | added | maths soso | I made a modification, see the full code to reproduce it. | |
| Mar 27, 2021 at 13:45 | comment | added | Cryo | Better still,what are the eigenvalues of the symmetrized matrix? i.e. $\Re\left(A+A^T\right)/2$, where $A$ is the original matrix | |
| Mar 27, 2021 at 13:14 | comment | added | Cryo | makes me think something wrong with your matrix. if you subtract transpose from your matrix, do you get all zeros? is matrix real-valued? if you multiply the eigenvector with negative eigenvalue, do you get the negative eigenvalue? Small negative eigenvalues are ok - numerical errors. Large ones are strange | |
| Mar 27, 2021 at 6:58 | comment | added | maths soso | eigvalsh gives me the same eigenvalues, in reverse order. | |
| Mar 26, 2021 at 23:20 | history | answered | Cryo | CC BY-SA 4.0 |