Symmetric matrix has negative eigenvalues
Show older comments
Hello,
I just created a symmetric matrix, which is supposed to be a covariance matrix and looked at the eigenvalues which are negative. How is this possible? Symmetric matrices shouldn't have negative eigenvalues. What am I missing?
That's my matrix
[1,00% 2,40% -0,20% -0,05%; 2,40% 9,00% 0,45% 0,90%; -0,20% 0,45% 1,00% -0,15%; -0,05% 0,90% -0,15% 0,25%;]
and these are the eigenvalues I am getting
[0.0976 -0.0015 0.0052 0.0111]
Answers (0)
Categories
Find more on Dimensionality Reduction and Feature Extraction in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!