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Fix *(::AbstractJuMPScalar{<:Real}, ::Hermitian) to return Hermitian #3695

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merged 4 commits into from
Mar 4, 2024
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Fix *(::AbstractJuMPScalar{<:Real}, ::Hermitian) to return Hermitian #3695

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48c6d08
Fix *(::AbstractJuMPScalar{<:Real}, ::Hermitian) to return Hermitian
odow Feb 29, 2024
596ebb2
Update test_complex.jl
odow Mar 1, 2024
28ee4bb
Update test/test_complex.jl
odow Mar 1, 2024
9b0eaee
Update
odow Mar 3, 2024
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27 changes: 27 additions & 0 deletions src/operators.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -502,3 +502,30 @@ function _MA.operate!!(
)
return _throw_operator_error(op, x)
end

_mult_upper(α, A) = parent(α * LinearAlgebra.UpperTriangular(parent(A)))
_mult_lower(α, A) = parent(α * LinearAlgebra.LowerTriangular(parent(A)))

function Base.:*(
x::Union{
GenericVariableRef{<:Real},
GenericAffExpr{<:Real},
GenericQuadExpr{<:Real},
},
A::LinearAlgebra.Hermitian,
)
c = LinearAlgebra.sym_uplo(A.uplo)
B = c == :U ? _mult_upper(x, A) : _mult_lower(x, A)
return LinearAlgebra.Hermitian(B, c)
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end

function Base.:*(
A::LinearAlgebra.Hermitian,
x::Union{
GenericVariableRef{<:Real},
GenericAffExpr{<:Real},
GenericQuadExpr{<:Real},
},
)
return x * A
end
14 changes: 14 additions & 0 deletions test/test_complex.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -323,4 +323,18 @@ function test_hermitian_jump_scalar()
return
end

function test_mul_real_hermitian()
A = [1+1im 1+1im; 1-2im 3+1im]
model = Model()
@variable(model, x)
for s in (:L, :U), f in (x, x + 1, x^2)
B = LinearAlgebra.Hermitian(A, s)
@test f * B isa LinearAlgebra.Hermitian
@test isequal_canonical(f * B, LinearAlgebra.Hermitian(f * A, s))
@test B * f isa LinearAlgebra.Hermitian
@test isequal_canonical(B * f, LinearAlgebra.Hermitian(A * f, s))
end
return
end

end # TestComplexNumberSupport
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