Fix inverse of SVD of complex matrix (JuliaLang#34872)

Closes JuliaLang#34866
ravibitsgoa · Apr 6, 2020 · 035eed6 · 035eed6
1 parent 026a87b
commit 035eed6
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diff --git a/stdlib/LinearAlgebra/src/svd.jl b/stdlib/LinearAlgebra/src/svd.jl
@@ -229,7 +229,7 @@ function inv(F::SVD{T}) where T
     @inbounds for i in eachindex(F.S)
         iszero(F.S[i]) && throw(SingularException(i))
     end
-    k = searchsortedlast(F.S, eps(T)*F.S[1], rev=true)
+    k = searchsortedlast(F.S, eps(real(T))*F.S[1], rev=true)
     @views (F.S[1:k] .\ F.Vt[1:k, :])' * F.U[:,1:k]'
 end
 

diff --git a/stdlib/LinearAlgebra/test/svd.jl b/stdlib/LinearAlgebra/test/svd.jl
@@ -35,6 +35,7 @@ using LinearAlgebra: BlasComplex, BlasFloat, BlasReal, QRPivoted
     @test inv(svd([1 2; 3 4])) ≈ [-2.0 1.0; 1.5 -0.5]
     @test inv(svd([1 0 1; 0 1 0])) ≈ [0.5 0.0; 0.0 1.0; 0.5 0.0]
     @test_throws SingularException inv(svd([0 0; 0 0]))
+    @test inv(svd([1+2im 3+4im; 5+6im 7+8im])) ≈ [-0.5 + 0.4375im 0.25 - 0.1875im; 0.375 - 0.3125im -0.125 + 0.0625im]
 end
 
 n = 10