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RFC: sort eigenvalues in a canonical order #21598

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merged 15 commits into from
Feb 5, 2019
Merged

RFC: sort eigenvalues in a canonical order #21598

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726b309
sort eigenvalues in a canonical order
stevengj Jan 10, 2019
c493100
no sortby for special matrix types
stevengj Jan 10, 2019
75cc29d
simplification
stevengj Jan 10, 2019
e639171
fixes
stevengj Jan 24, 2019
c0576ea
pass through keyword args from eigen to eigen! and similar
stevengj Jan 31, 2019
8c6072e
more fixes
stevengj Feb 1, 2019
bc1ce98
whoops
stevengj Feb 1, 2019
167424e
fix bidiag test
stevengj Feb 1, 2019
c3fc98d
simplify lapack test fixes
stevengj Feb 1, 2019
79fb517
don't discard sortby if the matrix happens to be hermitian
stevengj Feb 1, 2019
cf08bda
missing check in permutecols
stevengj Feb 1, 2019
e37586e
Merge branch 'master' into eigsort
stevengj Feb 1, 2019
d6acbb0
test fixes
stevengj Feb 4, 2019
118bcf5
Merge branch 'eigsort' of git://github.com/stevengj/julia into eigsort
stevengj Feb 4, 2019
1b913d5
NEWS [ci skip]
stevengj Feb 5, 2019
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simplification
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@stevengj
stevengj committed Jan 10, 2019
commit 75cc29d8ef8ff417cf76eef83c825c7b8278616b
17 changes: 5 additions & 12 deletions stdlib/LinearAlgebra/src/eigen.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -39,14 +39,7 @@ function sorteig!(λ, X, sortby=eigsortby)
end
return λ, X
end
sorteigvals!(λ, sortby=eigsortby) = sortby === nothing ? λ : sort!(λ, by=sortby)
function sorteigvecs!(λ, X, sortby=eigsortby) # doesn't modify λ
if sortby !== nothing && !issorted(λ, by=sortby)
p = sortperm(λ; alg=QuickSort, by=sortby)
Base.permutecols!!(X, p)
end
return X
end
sorteig!(λ, sortby=eigsortby) = sortby === nothing ? λ : sort!(λ, by=sortby)

"""
eigen!(A, [B]; permute, scale, sortby)
Expand Down Expand Up @@ -200,11 +193,11 @@ julia> A
function eigvals!(A::StridedMatrix{<:BlasReal}; permute::Bool=true, scale::Bool=true, sortby::Union{Function,Nothing}=eigsortby)
issymmetric(A) && return eigvals!(Symmetric(A))
_, valsre, valsim, _ = LAPACK.geevx!(permute ? (scale ? 'B' : 'P') : (scale ? 'S' : 'N'), 'N', 'N', 'N', A)
return sorteigvals!(iszero(valsim) ? valsre : complex.(valsre, valsim), sortby)
return sorteig!(iszero(valsim) ? valsre : complex.(valsre, valsim), sortby)
end
function eigvals!(A::StridedMatrix{<:BlasComplex}; permute::Bool=true, scale::Bool=true, sortby::Union{Function,Nothing}=eigsortby)
ishermitian(A) && return eigvals(Hermitian(A))
return sorteigvals!(LAPACK.geevx!(permute ? (scale ? 'B' : 'P') : (scale ? 'S' : 'N'), 'N', 'N', 'N', A)[2], sortby)
return sorteig!(LAPACK.geevx!(permute ? (scale ? 'B' : 'P') : (scale ? 'S' : 'N'), 'N', 'N', 'N', A)[2], sortby)
end

# promotion type to use for eigenvalues of a Matrix{T}
Expand Down Expand Up @@ -455,12 +448,12 @@ julia> B
function eigvals!(A::StridedMatrix{T}, B::StridedMatrix{T}; sortby::Union{Function,Nothing}=eigsortby) where T<:BlasReal
issymmetric(A) && isposdef(B) && return eigvals!(Symmetric(A), Symmetric(B))
alphar, alphai, beta, vl, vr = LAPACK.ggev!('N', 'N', A, B)
return sorteigvals!((iszero(alphai) ? alphar : complex.(alphar, alphai))./beta, sortby)
return sorteig!((iszero(alphai) ? alphar : complex.(alphar, alphai))./beta, sortby)
end
function eigvals!(A::StridedMatrix{T}, B::StridedMatrix{T}; sortby::Union{Function,Nothing}=eigsortby) where T<:BlasComplex
ishermitian(A) && isposdef(B) && return eigvals!(Hermitian(A), Hermitian(B))
alpha, beta, vl, vr = LAPACK.ggev!('N', 'N', A, B)
return sorteigvals!(alpha./beta, sortby)
return sorteig!(alpha./beta, sortby)
end

"""
Expand Down