Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

New logm implementation #21571

Closed
wants to merge 9 commits into from
Closed

New logm implementation #21571

Show file tree
Hide file tree
Changes from 2 commits
Commits
Show all changes
9 commits
Select commit Hold shift + click to select a range
ed64ff5
New logm implementation
iamnapo Apr 26, 2017
642e05b
Merge branch 'master' into napo/logm
iamnapo Apr 26, 2017
002c145
oops
iamnapo Apr 26, 2017
590aaa6
added some tests
iamnapo Apr 26, 2017
3c5934a
fixed return type
iamnapo Apr 26, 2017
0ee880d
removed whitespace
iamnapo Apr 27, 2017
753bf2c
fixed some bugs
iamnapo Apr 27, 2017
d2778ec
fixed some bugs
iamnapo Apr 27, 2017
2d07587
modified a test
iamnapo Apr 27, 2017
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
29 changes: 14 additions & 15 deletions base/linalg/dense.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -554,33 +554,32 @@ julia> logm(A)
function logm(A::StridedMatrix{T}) where T
# If possible, use diagonalization
if issymmetric(A) && T <: Real
return full(logm(Symmetric(A)))
return logm(Symmetric(A))
end
if ishermitian(A)
return full(logm(Hermitian(A)))
return logm(Hermitian(A))
end

# Quicker return if A is diagonal
if isdiag(A)
retmat = copy(A)
for i in 1:n
retmat[i, i] = log(retmat[i, i])
end
return retmat
end

# Use Schur decomposition
n = checksquare(A)
if istriu(A)
retmat = full(logm(UpperTriangular(complex(A))))
d = diag(A)
retmat = logm(UpperTriangular(float.(A)))
else
S,Q,d = schur(complex(A))
R = logm(UpperTriangular(S))
R = logm(UpperTriangular(float.(S)))
retmat = Q * R * Q'
end

# Check whether the matrix has nonpositive real eigs
np_real_eigs = false
for i = 1:n
if imag(d[i]) < eps() && real(d[i]) <= 0
np_real_eigs = true
break
end
end

if isreal(A) && !np_real_eigs
if isreal(A)
return real(retmat)
else
return retmat
Expand Down
4 changes: 2 additions & 2 deletions base/linalg/symmetric.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -473,7 +473,7 @@ for (funm, func) in ([:logm,:log], [:sqrtm,:sqrt])
@eval begin
function ($funm){T<:Real}(A::Symmetric{T})
F = eigfact(A)
if isposdef(F)
if all(λ -> λ ≥ 0, F.values)
Copy link
Member

@fredrikekre fredrikekre Apr 26, 2017 •
edited
Loading

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Why this change? isposdef(F) is more clear IMO and does the same thing? Same just below too.

Edit: Nevermind, isposdef checks λ > 0

retmat = (F.vectors * Diagonal(($func).(F.values))) * F.vectors'
else
retmat = (F.vectors * Diagonal(($func).(complex.(F.values)))) * F.vectors'
Expand All @@ -484,7 +484,7 @@ for (funm, func) in ([:logm,:log], [:sqrtm,:sqrt])
function ($funm){T}(A::Hermitian{T})
n = checksquare(A)
F = eigfact(A)
if isposdef(F)
if all(λ -> λ ≥ 0, F.values)
retmat = (F.vectors * Diagonal(($func).(F.values))) * F.vectors'
if T <: Real
return Hermitian(retmat)
Expand Down
Loading