Merge pull request #268 from JuliaLang/anj/chol

Add entry for the cholfact(HermOrSym) family

README.md

@@ -163,6 +163,10 @@ Currently, the `@compat` macro supports the following syntaxes:
 
 * `OS_NAME` is now `Sys.KERNEL`. OS information available as `is_apple`, `is_bsd`, `is_linux`, `is_unix`, and `is_windows`. [16219](https://github.com/JuliaLang/julia/pull/16219)
 
+* `cholfact`, `cholfact!`, and `chol` require that input is either `Hermitian`, `Symmetric`
+or that the elements are perfectly symmetric or Hermitian on 0.5. Compat now defines methods
+for `HermOrSym` such that using the new methods are backward compatible.
+
 ## New types
 
 Currently, no new exported types are introduced by Compat.

src/Compat.jl

@@ -1647,4 +1647,14 @@ macro dep_vectorize_2arg(S, f)
     end
 end
 
+if VERSION < v"0.5.0-dev+4677"
+    using Base.LinAlg: HermOrSym
+    Base.chol(A::HermOrSym) = Base.LinAlg.chol!(A.uplo == 'U' ? copy(A.data) : A.data')
+    Base.cholfact(A::HermOrSym) = cholfact(A.data, Symbol(A.uplo))
+    Base.cholfact!(A::HermOrSym) = cholfact!(A.data, Symbol(A.uplo))
+
+    Base.cholfact(A::HermOrSym, T::Type) = cholfact(A.data, Symbol(A.uplo), T)
+    Base.cholfact!(A::HermOrSym, T::Type) = cholfact!(A.data, Symbol(A.uplo), T)
+end
+
 end # module

test/runtests.jl

@@ -303,11 +303,11 @@ for x in [:RTLD_LOCAL,:RTLD_GLOBAL,:find_library,:dlsym,:RTLD_LAZY,:RTLD_NODELET
 end
 
 # Test unsafe_convert
-type A; end
+type Au_c; end
 x = "abc"
 @test @compat String(unsafe_string(Compat.unsafe_convert(Ptr{UInt8}, x))) == x
-Compat.unsafe_convert(::Ptr{A}, x) = x
-@test Compat.unsafe_convert(pointer([A()]), 1) == 1
+Compat.unsafe_convert(::Ptr{Au_c}, x) = x
+@test Compat.unsafe_convert(pointer([Au_c()]), 1) == 1
 
 # Test Ptr{T}(0)
 @test @compat(Ptr{Int}(0)) == C_NULL
@@ -1430,3 +1430,28 @@ mktemp() do fname, f
         @test f17302([1.0], [1]) == [2.0]
     end
 end
+
+# 0.5.0-dev+4677
+for A in (Hermitian(randn(5,5) + 10I),
+          Symmetric(randn(5,5) + 10I),
+          Symmetric(randn(5,5) + 10I, :L))
+    F = cholfact(A)
+    @test F[:U]'F[:U]  ≈ A
+    @test F[:L]*F[:L]' ≈ A
+
+    Ac = copy(A)
+    F = cholfact!(Ac)
+    @test F[:U]'F[:U]  ≈ A
+    @test F[:L]*F[:L]' ≈ A
+
+    @test istriu(chol(A))
+    @test chol(A) ≈ F[:U]
+
+    F = cholfact(A, Val{true})
+    @test F[:U]'F[:U]  ≈ A[F[:p], F[:p]]
+    @test F[:L]*F[:L]' ≈ A[F[:p], F[:p]]
+    Ac = copy(A)
+    F = cholfact!(Ac, Val{true})
+    @test F[:U]'F[:U]  ≈ A[F[:p], F[:p]]
+    @test F[:L]*F[:L]' ≈ A[F[:p], F[:p]]
+end