The null distribution of distance covariance is usually approximated by permutation, which is prohibitive when very small p-values are needed, or by matching a few moments to a parametric family, which is inaccurate in the tails. A third option is to approximate the limiting distribution, a weighted sum of chi-square variables, directly through the spectra of the doubly centred distance matrices. This is used for kernel-based tests but has lacked a rigorous justification. We prove that the empirical spectra give a uniformly consistent approximation of the limiting null distribution, and hence an asymptotically valid test, for a general class of distances of negative type on separable metric spaces. The result covers the Hilbert-Schmidt independence criterion as a special case. We also give an adaptive algorithm that brackets the p-value from a partial eigendecomposition, reducing the cost from $O(n^3)$ to $O(k n^2)$, and a shrinkage correction matching the first two moments. In simulations, the proposed tests are the only non-Monte-Carlo procedures whose empirical type I error converges to the nominal level.

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