pinv now works for hermitian matrices. (JuliaLang#41006)

Co-authored-by: Daniel Karrasch <[email protected]>
Liozou · May 31, 2021 · ce8f660 · ce8f660
1 parent b46df09
commit ce8f660
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Showing 4 changed files with 12 additions and 2 deletions.
diff --git a/stdlib/LinearAlgebra/src/dense.jl b/stdlib/LinearAlgebra/src/dense.jl
@@ -1439,7 +1439,7 @@ function pinv(A::AbstractMatrix{T}; atol::Real = 0.0, rtol::Real = (eps(real(flo
  B[ind] .= (x -> abs(x) > tol ? pinv(x) : zero(x)).(dA)
  return B
  end
- SVD = svd(A, full = false)
+ SVD = svd(A)
  tol = max(rtol*maximum(SVD.S), atol)
  Stype = eltype(SVD.S)
  Sinv = fill!(similar(A, Stype, length(SVD.S)), 0)

diff --git a/stdlib/LinearAlgebra/src/symmetric.jl b/stdlib/LinearAlgebra/src/symmetric.jl
@@ -676,7 +676,7 @@ end
 inv(A::Hermitian{<:Any,<:StridedMatrix}) = Hermitian(_inv(A), sym_uplo(A.uplo))
 inv(A::Symmetric{<:Any,<:StridedMatrix}) = Symmetric(_inv(A), sym_uplo(A.uplo))
 
-function svd(A::RealHermSymComplexHerm, full::Bool=false)
+function svd(A::RealHermSymComplexHerm; full::Bool=false)
  vals, vecs = eigen(A)
  I = sortperm(vals; by=abs, rev=true)
  permute!(vals, I)

diff --git a/stdlib/LinearAlgebra/test/pinv.jl b/stdlib/LinearAlgebra/test/pinv.jl
@@ -158,6 +158,12 @@ end
  @test a.diag[2] ≈ 0.0
  end
 
+ @testset "hermitian matrices" begin
+ Q = ones(2,2)
+ C = pinv(Hermitian(Q))/0.25
+ @test C ≈ ones(2,2)
+ end
+
  if eltya <: LinearAlgebra.BlasReal
  @testset "sub-normal numbers/vectors/matrices" begin
  a = pinv(floatmin(eltya)/100)

diff --git a/stdlib/LinearAlgebra/test/svd.jl b/stdlib/LinearAlgebra/test/svd.jl
@@ -23,6 +23,10 @@ using LinearAlgebra: BlasComplex, BlasFloat, BlasReal, QRPivoted
  @test F.U'F.U ≊ Matrix(I, 2, 2)
  @test F.Vt'*F.Vt ≊ [1]
  @test @inferred(svdvals(3:4)) ≊ [5]
+ A = Matrix(1.0I, 2, 2)
+ Z = svd(Hermitian(A); full=true)
+ @test Z.S ≈ ones(2)
+ @test Z.U'Z.U ≈ I(2)
 
  m1 = [2 0; 0 0]
  m2 = [2 -2; 1 1]/sqrt(2)