Merge pull request JuliaLang#13714 from JuliaLang/anj/chol

Fix upper/lower bug in cholfact! for non-BlasFloats
jiahao · Oct 23, 2015 · 8173e37 · 8173e37
2 parents 9470795 + 51478ff
commit 8173e37
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diff --git a/NEWS.md b/NEWS.md
@@ -68,6 +68,8 @@ Deprecated or removed
  in favor of versions that require the matrix to be in factored form
  ([#13496]).
 
+ * Deprecate `chol(A,Val{:U/:L})` in favor of `chol(A)` ([#13680]).
+
 Julia v0.4.0 Release Notes
 ==========================
 

diff --git a/base/linalg/cholesky.jl b/base/linalg/cholesky.jl
@@ -125,7 +125,7 @@ function cholfact!(A::StridedMatrix, uplo::Symbol, ::Type{Val{false}})
  if uplo == :U
  Cholesky(chol!(A, UpperTriangular).data, 'U')
  else
- Cholesky(chol!(A, UpperTriangular).data, 'U')
+ Cholesky(chol!(A, LowerTriangular).data, 'L')
  end
 end
 cholfact!(A::StridedMatrix, uplo::Symbol, ::Type{Val{true}}; tol = 0.0) = throw(ArgumentError("generic pivoted Cholesky fectorization is not implemented yet"))

diff --git a/test/linalg/cholesky.jl b/test/linalg/cholesky.jl
@@ -67,6 +67,8 @@ for eltya in (Float32, Float64, Complex64, Complex128, BigFloat, Int)
  @test_approx_eq full(lapd) apd
  l = lapd[:L]
  @test_approx_eq l*l' apd
+ @test triu(capd.factors) ≈ lapd[:U]
+ @test tril(lapd.factors) ≈ capd[:L]
 
  #pivoted upper Cholesky
  if eltya != BigFloat