Define chol for UniformScaling's

JuliaLang · Jun 30, 2017 · 4ee514d · 4ee514d
1 parent f4501ff
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diff --git a/base/linalg/uniformscaling.jl b/base/linalg/uniformscaling.jl
@@ -313,3 +313,28 @@ function hvcat(rows::Tuple{Vararg{Int}}, A::Union{AbstractVecOrMat,UniformScalin
     end
     return hvcat(rows, promote_to_arrays(n,1, promote_to_array_type(A), A...)...)
 end
+
+
+## Cholesky
+function _chol!(J::UniformScaling, uplo)
+    c, info = _chol!(J.λ, uplo)
+    UniformScaling(c), info
+end
+
+chol!(J::UniformScaling, uplo) = ((J, info) = _chol!(J, uplo); @assertposdef J info)
+
+"""
+    chol(J::UniformScaling) -> C
+
+Compute the square root of a non-negative UniformScaling `J`.
+
+# Example
+
+```jldoctest
+julia> chol(16I)
+UniformScaling{Float64}
+4.0*I
+```
+"""
+chol(J::UniformScaling, args...) = ((C, info) = _chol!(J, nothing); @assertposdef C info)
+
diff --git a/test/linalg/cholesky.jl b/test/linalg/cholesky.jl
@@ -59,6 +59,9 @@ using Base.LinAlg: BlasComplex, BlasFloat, BlasReal, QRPivoted, PosDefException
         @test all(x -> x ≈ √apos, cholfact(apos).factors)
         @test_throws PosDefException chol(-one(eltya))
 
+        @test  √apos*I ≈ chol(apos*I)
+        @test_throws PosDefException chol(-one(eltya)*I)
+
         # Test cholfact with Symmetric/Hermitian upper/lower
         apds  = Symmetric(apd)
         apdsL = Symmetric(apd, :L)