[SciPy-user] most negative eigenvalue
Nils Wagner
nwagner at iam.uni-stuttgart.de
Tue Aug 28 09:47:13 EDT 2007
On Tue, 28 Aug 2007 16:40:06 +0300
dmitrey <openopt at 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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