[SciPy-user] most negative eigenvalue

Nils Wagner nwagner@iam.uni-stuttgart...
Tue Aug 28 08:47:13 CDT 2007


On Tue, 28 Aug 2007 16:40:06 +0300
  dmitrey <openopt@ukr.net> wrote:
> hi all,
> what's the best way to solve the problem:
> 
> A - symmetric real matrix.
> I need to find is A positive-definite, and if not, I 
>need to know what's 
> the most negative eigenvalue does it has?
> 
> Thank you in advance, D.
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You may use linalg.cholesky.
If A is not spd it will return an error.
Then you can use symeig to compute the leftmost 
eigenvalue.

Cheers,
             Nils


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