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Have matrix square root account for Rii=Rjj=0 to prevent NaN values #35758

Merged
merged 5 commits into from
May 8, 2020
Merged

Have matrix square root account for Rii=Rjj=0 to prevent NaN values #35758

merged 5 commits into from
May 8, 2020

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ssikdar1
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@ssikdar1 ssikdar1 commented May 5, 2020 •
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Description

Tries to Fix JuliaLang/LinearAlgebra.jl#700

Add a check when R[i,i] and R[j,j] is 0 to not call sylvester(0,0,-r)

Testing

julia> sqrt(A*B*A')
4×4 Array{Complex{Float64},2}:
     0.307265+0.0im     0.0455076+0.0im   2.29019e-16+0.0im  -2.01045e-16+0.0im
    0.0455076+0.0im      0.209085+0.0im  -2.37063e-16+0.0im  -7.04933e-17+0.0im
  2.29019e-16+0.0im  -2.37063e-16+0.0im   5.33599e-31+0.0im  -9.53187e-32+0.0im
 -2.01045e-16+0.0im  -7.04933e-17+0.0im  -9.53187e-32+0.0im   1.39738e-31+0.0im

Where previously it returned

julia> sqrt(A*B*A')
4×4 Array{Complex{Float64},2}:
 NaN+NaN*im  NaN+NaN*im  NaN+NaN*im  NaN+NaN*im
 NaN+NaN*im  NaN+NaN*im  NaN+NaN*im  NaN+NaN*im
 NaN+NaN*im  NaN+NaN*im  NaN+NaN*im  NaN+NaN*im
 NaN+NaN*im  NaN+NaN*im  NaN+NaN*im  NaN+NaN*im

@fredrikekre fredrikekre added linear algebra Linear algebra needs tests Unit tests are required for this change labels May 6, 2020
@stevengj stevengj removed the needs tests Unit tests are required for this change label May 7, 2020
@stevengj stevengj added backport 1.0 bugfix This change fixes an existing bug and removed backport 1.0 labels May 7, 2020
@ssikdar1
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ssikdar1 commented May 7, 2020

@stevengj Is anything I need to for the backport labels?

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stevengj commented May 7, 2020

@ssikdar1, no, the backport labels are used in the release process for 1.3.x etcetera to know which commits to backport.

@JeffBezanson JeffBezanson merged commit 880c731 into JuliaLang:master May 8, 2020
@ssikdar1 ssikdar1 deleted the matrix-sqrt branch May 8, 2020 20:19
@KristofferC KristofferC mentioned this pull request May 10, 2020
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KristofferC pushed a commit that referenced this pull request May 10, 2020
@ssikdar1 @KristofferC
Have matrix square root account for Rii=Rjj=0 to prevent NaN values (#…
8b3a4a2 
…35758)

(cherry picked from commit 880c731)
eschnett pushed a commit to eschnett/julia that referenced this pull request May 11, 2020
@ssikdar1 @eschnett
Have matrix square root account for Rii=Rjj=0 to prevent NaN values (J…
80277a6 
…uliaLang#35758)
KristofferC pushed a commit that referenced this pull request May 12, 2020
@ssikdar1 @KristofferC
Have matrix square root account for Rii=Rjj=0 to prevent NaN values (#…
4ca74fe 
…35758)

(cherry picked from commit 880c731)
@KristofferC KristofferC mentioned this pull request May 12, 2020
Merged
15 tasks
Roger-luo pushed a commit to Roger-luo/julia that referenced this pull request May 14, 2020
@ssikdar1 @Roger-luo
Have matrix square root account for Rii=Rjj=0 to prevent NaN values (J…
bce7fa0 
…uliaLang#35758)
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spurious NaN values from matrix square root
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@ssikdar1 @stevengj @JeffBezanson @KristofferC @fredrikekre