-
-
Notifications
You must be signed in to change notification settings - Fork 29
Ensure positive-definite matrix in lapack posv test #1238
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Merged
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
@KristofferC - Seeing this in the i686 CI. Is this a problem?
|
stevengj
reviewed
Mar 15, 2025
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #1238 +/- ##
=======================================
Coverage 91.96% 91.96%
=======================================
Files 34 34
Lines 15475 15475
=======================================
Hits 14231 14231
Misses 1244 1244 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
|
jishnub
added a commit
that referenced
this pull request
May 13, 2025
jishnub
added a commit
that referenced
this pull request
May 26, 2025
Backported PRs: - [x] #1209 <!-- Remove `LinearAlgebra` qualifications in `cholesky.jl` --> - [x] #1230 <!-- Avoid materializing `diag` in `Diagonal` `kron` --> - [x] #1240 <!-- Reduce `stable_muladdmul` branches in `generic matvecmul!` --> - [x] #1247 <!-- fix dispatch to herk --> - [x] #1255 <!-- use smaller matrix size in `peakflops` on 32-bit --> - [x] #1310 <!-- Only `@noinline` error path in `matmul_size_check` --> - [x] #1267 <!-- Refine column ranges in `_isbanded_impl` --> - [x] #1320 <!-- Copy matrices in `triu`/`tril` if no zero exists for the `eltype` --> - [x] #1324 <!-- Fix empty `Tridiagonal` broadcast --> - [x] #1327 <!-- `iszero` check in hessenberg setindex --> - [x] #1326 <!-- Fix multiplication with empty `HessenbergQ` --> - [x] #1332 <!-- Unwrap triangular matrices in broadcast --> - [x] #1337 <!-- Change `1:size` to `axes` in bidiag mul --> - [x] #1342 <!-- `Char` uplo in `Bidiagonal` constructor --> - [x] #1344 <!-- Update the docstring of ldiv! --> - [x] #1335 <!-- Test: prune old LA based on ENV variable --> - [x] #1346 <!-- Fix scaling unit triangular matrices --> - [x] #1355 <!-- Add compat notice for `diagview` --> - [x] #1349 <!-- Prune `LinearAlgebra` module in ambiguity test --> Contains multiple commits, manual intervention needed: - [x] #1238 <!-- Ensure positive-definite matrix in lapack posv test --> - [x] #1298 <!-- Add `diagm` example --> - [x] #1312 <!-- WIP: Try use method deletion instead of custom sysimage --> - [x] #1333 <!-- Make `fillstored!` public --> - [x] #1331 <!-- Document SingularException throw for inv(::AbstractMatrix) --> - [x] #1350 <!-- Fix copy for partly initialized unit triangular --> Non-merged PRs with backport label: - [x] #1352 <!-- log for dense diagonal matrix with negative elements --> - [ ] #1305 <!-- Bounds-checking in triangular indexing branches --> --------- Co-authored-by: Mateus Araújo <[email protected]> Co-authored-by: Jeff Bezanson <[email protected]> Co-authored-by: Steven G. Johnson <[email protected]> Co-authored-by: WalterMadelim <[email protected]> Co-authored-by: Kristoffer Carlsson <[email protected]> Co-authored-by: Daniel Karrasch <[email protected]> Co-authored-by: Michael Abbott <[email protected]>
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
The test failure in https://buildkite.com/julialang/linearalgebra-dot-jl/builds/330#01954c88-5de5-42fb-a0b4-e10f487d934e is because the matrix is not positive-definite. Since we construct the matrix by ourselves, we may ensure that the eigenvalues are all positive by defining it as
Q*D*Q'
for an orthogonalQ
A'A + I
. This way we avoid such floating-point issues.