# Tag Info

## Hot answers tagged eigenvalues

3

Using the Cholesky decomposition is the quickest way I know of checking if a symmetric matrix has negative eigenvalues. Nothing wrong with that. Plus, if it succeeds, you already have the Cholesky decomposition! Of course, if there are any negative eigenvalues, it will fail. You will not need to check the entries of $L$.

3

Cholesky factorization is for symmetric positive definite matrices, and it will fail if the matrix has negative eigenvalues. You should use singular value decomposition for that purpose, or maybe a QR algorithm would suffice if you just need some of the eigenvalues. Edit 1: Of course, I should also add that, in general, L would not give you much information ...

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