Eigenvalues of covariance matrix are negative
You seem to be using a generic eignvalue solver. Perhaps your matrix is badly conditioned and the aglorithm cannot pick it up. Lots of zero eigenvalues with few massive ones certainly seem suspicious. Have you tried solvers specific for hermitian/symmetric matricies? eigh &amp; eigvalsh
Also, I would z-score all your features, and drop all features with zero variance. This will set an upper bound on maximum possible eigenvalue since trace of your matrix will be the number of the features, and since positive definite matrix has only positive eigenvalues, the largest eigenvalue will be no larger than the trace.