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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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simplify lapack test fixes
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@stevengj
stevengj committed Feb 1, 2019
commit c3fc98dac50db8f06220bca4e97a93f835a34019
17 changes: 7 additions & 10 deletions stdlib/LinearAlgebra/test/lapack.jl
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Expand Up @@ -231,8 +231,7 @@ end
@testset for elty in (ComplexF32, ComplexF64)
A = rand(elty,10,10)
Aw, Avl, Avr = LAPACK.geev!('N','V',copy(A))
LinearAlgebra.sorteig!(Aw,Avr)
fA = eigen(A)
fA = eigen(A, sortby=nothing)
@test fA.values ≈ Aw
@test fA.vectors ≈ Avr
end
Expand Down Expand Up @@ -562,20 +561,18 @@ end
@testset "trrfs & trevc" begin
@testset for elty in (Float32, Float64, ComplexF32, ComplexF64)
T = triu(rand(elty,10,10))
i = sortperm(diag(T), by=LinearAlgebra.eigsortby)[1]
v = eigvecs(Matrix(T))[:,1]
kmax = sortperm(v, by=abs)[end]
v = eigvecs(T, sortby=nothing)[:,1]
select = zeros(LinearAlgebra.BlasInt,10)
select[i] = 1
select[1] = 1
select,Vr = LAPACK.trevc!('R','S',select,copy(T))
@test Vr ≈ v * Vr[kmax] / v[kmax]
@test Vr ≈ v
select = zeros(LinearAlgebra.BlasInt,10)
select[i] = 1
select[1] = 1
select,Vl = LAPACK.trevc!('L','S',select,copy(T))
select = zeros(LinearAlgebra.BlasInt,10)
select[i] = 1
select[1] = 1
select,Vln,Vrn = LAPACK.trevc!('B','S',select,copy(T))
@test Vrn ≈ v * Vrn[kmax] / v[kmax]
@test Vrn ≈ v
@test Vln ≈ Vl
@test_throws ArgumentError LAPACK.trevc!('V','S',select,copy(T))
@test_throws DimensionMismatch LAPACK.trrfs!('U','N','N',T,rand(elty,10,10),rand(elty,10,11))
Expand Down