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Fixed #38346: Eigen decomposition of Symmetric Matrix containing NaNs now throws exception #38408

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merged 7 commits into from
Dec 9, 2020
Merged

Fixed #38346: Eigen decomposition of Symmetric Matrix containing NaNs now throws exception #38408

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b0c7bbb
Fixed 38346:Eigen Decomposition with NaNs runs forever
kc611 Nov 12, 2020
75288e5
Merge branch 'master' of https://github.com/JuliaLang/julia
kc611 Nov 12, 2020
25251e8
Added tests
kc611 Nov 12, 2020
6d0844b
Added chkuplofinite : checks the upper or lower part for nonfinite va…
kc611 Nov 24, 2020
e425dfa
Changed iterations to columnwise and added one based indexing check
kc611 Nov 27, 2020
4f7b311
Added more tests
kc611 Nov 28, 2020
f45a5d6
Modified tests appropriately
kc611 Nov 29, 2020
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19 changes: 19 additions & 0 deletions stdlib/LinearAlgebra/src/lapack.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -95,6 +95,24 @@ function chkfinite(A::AbstractMatrix)
return true
end

function chkuplofinite(A::AbstractMatrix, uplo::AbstractChar)
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require_one_based_indexing(A)
m, n = size(A)
if uplo == 'U'
@inbounds for j in 1:n, i in 1:j
if !isfinite(A[i,j])
throw(ArgumentError("matrix contains Infs or NaNs"))
end
end
else
@inbounds for j in 1:n, i in j:m
if !isfinite(A[i,j])
throw(ArgumentError("matrix contains Infs or NaNs"))
end
end
end
end

# LAPACK version number
function version()
major = Ref{BlasInt}(0)
Expand Down Expand Up @@ -5030,6 +5048,7 @@ for (syev, syevr, sygvd, elty) in
vl::AbstractFloat, vu::AbstractFloat, il::Integer, iu::Integer, abstol::AbstractFloat)
chkstride1(A)
n = checksquare(A)
chkuplofinite(A, uplo)
if range == 'I' && !(1 <= il <= iu <= n)
throw(ArgumentError("illegal choice of eigenvalue indices (il = $il, iu = $iu), which must be between 1 and n = $n"))
end
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6 changes: 5 additions & 1 deletion stdlib/LinearAlgebra/test/eigen.jl
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Expand Up @@ -101,8 +101,12 @@ end
@test_throws(ArgumentError, eigen(fill(eltya, 1, 1)))
@test_throws(ArgumentError, eigen(fill(eltya, 2, 2)))
test_matrix = rand(typeof(eltya),3,3)
test_matrix[2,2] = eltya
test_matrix[1,3] = eltya
@test_throws(ArgumentError, eigen(test_matrix))
@test_throws(ArgumentError, eigen(Symmetric(test_matrix)))
@test_throws(ArgumentError, eigen(Hermitian(test_matrix)))
@test eigen(Symmetric(test_matrix, :L)) isa Eigen
@test eigen(Hermitian(test_matrix, :L)) isa Eigen
end
end

Expand Down