Wrap reshaped vector in LinearAlgebra.Hermitian

[blegat]

This is done for the Symmetric counterpart:

JuMP.jl/src/sd.jl

Line 151 in 4d64d8d

return LinearAlgebra.Symmetric(matrix)

[codecov]

Codecov Report

Base: 98.08% // Head: 98.08% // No change to project coverage 👍

Coverage data is based on head (cbabac9) compared to base (4d64d8d).
Patch coverage: 100.00% of modified lines in pull request are covered.

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Additional details and impacted files

@@           Coverage Diff           @@
##           master    #3245   +/-   ##
=======================================
  Coverage   98.08%   98.08%           
=======================================
  Files          34       34           
  Lines        4656     4656           
=======================================
  Hits         4567     4567           
  Misses         89       89           

Impacted Files	Coverage Δ
src/sd.jl	100.00% <100.00%> (ø)

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[odow]

I think this broke:

julia> model = Model(SCS.Optimizer);

julia> E = [@variable(model, [1:d, 1:d] in HermitianPSDCone()) for i in 1:n]
4-element Vector{LinearAlgebra.Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}}:
 [_[1] _[2] + (0.0 + 1.0im) _[11] _[4] + (0.0 + 1.0im) _[12] _[7] + (0.0 + 1.0im) _[14]; _[2] + (0.0 - 1.0im) _[11] _[3] _[5] + (0.0 + 1.0im) _[13] _[8] + (0.0 + 1.0im) _[15]; _[4] + (0.0 - 1.0im) _[12] _[5] + (0.0 - 1.0im) _[13] _[6] _[9] + (0.0 + 1.0im) _[16]; _[7] + (0.0 - 1.0im) _[14] _[8] + (0.0 - 1.0im) _[15] _[9] + (0.0 - 1.0im) _[16] _[10]]
 [_[17] _[18] + (0.0 + 1.0im) _[27] _[20] + (0.0 + 1.0im) _[28] _[23] + (0.0 + 1.0im) _[30]; _[18] + (0.0 - 1.0im) _[27] _[19] _[21] + (0.0 + 1.0im) _[29] _[24] + (0.0 + 1.0im) _[31]; _[20] + (0.0 - 1.0im) _[28] _[21] + (0.0 - 1.0im) _[29] _[22] _[25] + (0.0 + 1.0im) _[32]; _[23] + (0.0 - 1.0im) _[30] _[24] + (0.0 - 1.0im) _[31] _[25] + (0.0 - 1.0im) _[32] _[26]]
 [_[33] _[34] + (0.0 + 1.0im) _[43] _[36] + (0.0 + 1.0im) _[44] _[39] + (0.0 + 1.0im) _[46]; _[34] + (0.0 - 1.0im) _[43] _[35] _[37] + (0.0 + 1.0im) _[45] _[40] + (0.0 + 1.0im) _[47]; _[36] + (0.0 - 1.0im) _[44] _[37] + (0.0 - 1.0im) _[45] _[38] _[41] + (0.0 + 1.0im) _[48]; _[39] + (0.0 - 1.0im) _[46] _[40] + (0.0 - 1.0im) _[47] _[41] + (0.0 - 1.0im) _[48] _[42]]
 [_[49] _[50] + (0.0 + 1.0im) _[59] _[52] + (0.0 + 1.0im) _[60] _[55] + (0.0 + 1.0im) _[62]; _[50] + (0.0 - 1.0im) _[59] _[51] _[53] + (0.0 + 1.0im) _[61] _[56] + (0.0 + 1.0im) _[63]; _[52] + (0.0 - 1.0im) _[60] _[53] + (0.0 - 1.0im) _[61] _[54] _[57] + (0.0 + 1.0im) _[64]; _[55] + (0.0 - 1.0im) _[62] _[56] + (0.0 - 1.0im) _[63] _[57] + (0.0 - 1.0im) _[64] _[58]]

julia> @constraint(model, sum(E) .== LinearAlgebra.I)
ERROR: MethodError: no method matching isreal(::GenericAffExpr{ComplexF64, VariableRef})
Closest candidates are:
  isreal(::Complex) at complex.jl:133
  isreal(::Missing) at missing.jl:101
  isreal(::Union{LinearAlgebra.Hermitian{T, S}, LinearAlgebra.Symmetric{T, S}} where {T, S}) at /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.6/LinearAlgebra/src/symmetric.jl:317
  ...
Stacktrace:
 [1] setindex!(A::LinearAlgebra.Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}, v::GenericAffExpr{ComplexF64, VariableRef}, i::Int64, j::Int64)
   @ LinearAlgebra /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.6/LinearAlgebra/src/symmetric.jl:232
 [2] +(A::LinearAlgebra.Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}, J::LinearAlgebra.UniformScaling{Int64})
   @ LinearAlgebra /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.6/LinearAlgebra/src/uniformscaling.jl:219
 [3] -
   @ /Users/julia/buildbot/worker/package_macos64/build/usr/share/julia/stdlib/v1.6/LinearAlgebra/src/uniformscaling.jl:160 [inlined]
 [4] sub_mul
   @ ~/.julia/packages/MutableArithmetics/geMUn/src/MutableArithmetics.jl:38 [inlined]
 [5] _broadcast_with_uniform_scaling!
   @ ~/.julia/packages/MutableArithmetics/geMUn/src/broadcast.jl:184 [inlined]
 [6] broadcast!!(::typeof(MutableArithmetics.sub_mul), ::LinearAlgebra.Hermitian{GenericAffExpr{ComplexF64, VariableRef}, Matrix{GenericAffExpr{ComplexF64, VariableRef}}}, ::LinearAlgebra.UniformScaling{Bool})
   @ MutableArithmetics ~/.julia/packages/MutableArithmetics/geMUn/src/broadcast.jl:170
 [7] macro expansion
   @ ~/.julia/packages/MutableArithmetics/geMUn/src/rewrite.jl:322 [inlined]
 [8] macro expansion
   @ ~/.julia/dev/JuMP/src/macros.jl:832 [inlined]
 [9] top-level scope
   @ REPL[20]:1

[odow]

I have a PR with a tutorial and a fix incoming