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wrapper for eigen(Matrix A) where A is hermitian by value but not type #78

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wrapper for eigen(Matrix A) where A is hermitian by value but not type #78

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a1a0a32
Add wrapper function eigen(Matrix A) where A is hermitian by value bu…
johnfgibson Sep 7, 2021
6e17f92
Merge branch 'master' into add-eigen-Matrix
andreasnoack Mar 9, 2023
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7 changes: 6 additions & 1 deletion src/eigenSelfAdjoint.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -654,7 +654,6 @@ LinearAlgebra.eigen!(A::SymTridiagonal; tol = eps(real(eltype(A))), debug = fals
LinearAlgebra.eigen!(A::Hermitian; tol = eps(real(eltype(A))), debug = false) =
_eigen!(A, tol = tol, debug = debug)


function eigen2!(
A::SymmetricTridiagonalFactorization;
tol = eps(real(float(one(eltype(A))))),
Expand Down Expand Up @@ -709,6 +708,12 @@ function LinearAlgebra.eigen(A::Hermitian)
T = typeof(sqrt(zero(eltype(A))))
return eigen!(LinearAlgebra.copy_oftype(A, T))
end
function LinearAlgebra.eigen(A::Matrix)
if !ishermitian(A)
throw(ArgumentError("eigen not implement for non-Hermitian matrices of generic type (e.g. Matrix{BigFloat})"))
end
return eigen(Hermitian(A))
end

# Aux (should go somewhere else at some point)
function LinearAlgebra.givensAlgorithm(f::Real, g::Real)
Expand Down
10 changes: 10 additions & 0 deletions test/eigengeneral.jl
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Expand Up @@ -238,3 +238,13 @@ using Test, GenericLinearAlgebra, LinearAlgebra
end

end

@testset "Wrapper function for eigen(Matrix A) where A is hermitian by value but not by type" begin
# just need to verify that the wrapper function correctly calls eigen(Hermitian(A))
# so no need for multiple numeric tests
a = big(2.0);
A = [1 a; a 0] # A == A^*, but type is Matrix{BigFloat}, not Hermitian{BigFloat, Matrix{BigFloat}}
λs = [(1 - √(1+4a^2))/2 ; (1 + √(1+4a^2))/2]
vals = eigvals(A)
@test sort(vals) ≈ sort(λs) atol=1e-25
end