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cholesky factorization Hermitian non-real in diagonal #37382

Merged
merged 1 commit into from
Sep 12, 2020
Merged

cholesky factorization Hermitian non-real in diagonal #37382

merged 1 commit into from
Sep 12, 2020

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KlausC
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@KlausC KlausC commented Sep 3, 2020

Fixes #37356

In case a complex entry is stored in the parent matrix of an Hermitian, consider only the real part when doing Cholesky factorisation.
After change in the generic implementation now in line with LAPACK.

@stevengj stevengj added kind:bugfix This change fixes an existing bug domain:linear algebra Linear algebra labels Sep 3, 2020
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codecov-commenter commented Sep 4, 2020

Codecov Report

Merging #37382 into master will decrease coverage by 0.00%.
The diff coverage is n/a.

Impacted file tree graph

@@            Coverage Diff             @@
##           master   #37382      +/-   ##
==========================================
- Coverage   87.08%   87.07%   -0.01%     
==========================================
  Files         357      357              
  Lines       72058    72039      -19     
==========================================
- Hits        62751    62731      -20     
- Misses       9307     9308       +1     
Impacted Files Coverage Δ
stdlib/LinearAlgebra/src/matmul.jl 95.73% <0.00%> (-0.83%) ⬇️
base/missing.jl 91.62% <0.00%> (-0.53%) ⬇️
base/promotion.jl 83.50% <0.00%> (-0.52%) ⬇️
stdlib/SparseArrays/src/linalg.jl 95.18% <0.00%> (-0.29%) ⬇️
base/gmp.jl 88.34% <0.00%> (-0.26%) ⬇️
base/loading.jl 83.42% <0.00%> (-0.03%) ⬇️
stdlib/SparseArrays/src/sparsevector.jl 95.60% <0.00%> (+0.17%) ⬆️
base/bitset.jl 92.85% <0.00%> (+0.44%) ⬆️
base/tuple.jl 94.86% <0.00%> (+0.72%) ⬆️
base/namedtuple.jl 95.41% <0.00%> (+0.72%) ⬆️
... and 2 more

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src/julia_internal.h Outdated Show resolved Hide resolved
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stevengj commented Sep 4, 2020

Looks like you messed up a rebase/merge and got a whole bunch of unrelated commits into this branch.

You'll probably want to create a new branch on your machine off of master, cherry-pick your commits from this branch, and force push to this branch to clean up the PR.

@lkapelevich
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Is anything else needed to merge this?

@KlausC
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KlausC commented Sep 12, 2020

Is anything else needed to merge this?

Not from my side.

@stevengj stevengj merged commit eeffe57 into JuliaLang:master Sep 12, 2020
@KlausC KlausC deleted the krc/cholesky branch September 13, 2020 09:24
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Cholesky factorization fails for Hermitian matrices with imaginary parts in the diagonal of the parent
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