Use a stable inverse for Tridiagonal and SymTridiagonal #29667
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andreasnoack
added
linear algebra
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Looks like this revealed an issue with |
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Issue solved. The |
| @inbounds @simd for i = 1:n-1 | ||
| e[i] /= d[i] | ||
| d[i+1] -= abs2(e[i])*d[i] | ||
| d[i+1] -= e[i]^2*d[i] |
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Was abs2 incorrect here?
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Yes, but the previous version was also restricted to Real so it didn't matter. Had the type been HermitianTridiagonal then abs2 would have been correct.
fredrikekre
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Oct 16, 2018
KristofferC
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Oct 19, 2018
* Use a stable inverse for Tridiagonal and SymTridiagonal Fixes #29630 * Fix ldlt in the complex case (cherry picked from commit 00bb4f2)
KristofferC
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Feb 11, 2019
* Use a stable inverse for Tridiagonal and SymTridiagonal Fixes #29630 * Fix ldlt in the complex case (cherry picked from commit 00bb4f2)
KristofferC
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that referenced
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Feb 20, 2020
* Use a stable inverse for Tridiagonal and SymTridiagonal Fixes #29630 * Fix ldlt in the complex case (cherry picked from commit 00bb4f2)
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Fixes JuliaLang/LinearAlgebra.jl#572