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Ensure positive-definite matrix in lapack posv test #1238

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Merged
merged 2 commits into from
Mar 15, 2025
Merged

Ensure positive-definite matrix in lapack posv test #1238

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Ensure positive-definite matrix in lapack posv test
jishnub Mar 14, 2025
545d307
Add identity to matrix
jishnub Mar 15, 2025
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6 changes: 5 additions & 1 deletion test/lapack.jl
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Expand Up @@ -687,7 +687,11 @@ end
@testset for elty in (Float32, Float64, ComplexF32, ComplexF64)
local n = 10
a = randn(elty, n, n)
A = a'*a
# generate a symmetric positive definite matrix as Q*D*Q',
# where Q is orthogonal, and D contains the eigenvalues
Q, _ = qr(a)
D = Diagonal(rand(real(elty), n) .+ real(oneunit(elty)))
A = Matrix(Hermitian(Q*D*Q')) # ensure that the matrix is exactly hermitian
B = rand(elty, n, n)
D = copy(A)
C = copy(B)
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