Symmetric matrix has negative eigenvalues
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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]
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