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Ensure positive-definite matrix in lapack posv test #1238
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@KristofferC - Seeing this in the i686 CI. Is this a problem? |
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## master #1238 +/- ##
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Coverage 91.96% 91.96%
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Files 34 34
Lines 15475 15475
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Hits 14231 14231
Misses 1244 1244 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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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]>
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 orthogonalQA'A + I. This way we avoid such floating-point issues.