What is the fastest way to check if a hermitian matrix is positive semi-definite?

[gdalle]

This is probably related (replace largest with smallest):

Efficient computation of largest eigenvalue

For some numerical simulations I run, I need to construct a matrix and obtain its leading eigenvalue. I will make use of both of them. I was using the LinearAlgebra package, and computing the leading eigenvalue as maximum(real(eigvals(matrix))). When profiling the code, I noticed that this computation takes a noticeable amount of time, especially for larger matrices, so I am trying to speed it up. I cannot use eigvals! because I need the matrix later and do not want to override it. Furthermore…

As a side note, for small arrays, you should get a significant speedup with StaticArrays.jl