Add a test for issue #13243

(cherry picked from commit 6b6df2f)
JuliaLang · Jun 17, 2016 · 21d7d18 · 21d7d18
1 parent dd1a8f0
commit 21d7d18
Showing 1 changed file with 31 additions and 0 deletions.
diff --git a/test/linalg/cholesky.jl b/test/linalg/cholesky.jl
@@ -145,3 +145,34 @@ for elty in (Float32, Float64, Complex{Float32}, Complex{Float64})
         @test_approx_eq full(cholfact(A, ul)[ul]) full(invoke(Base.LinAlg.chol!, Tuple{AbstractMatrix, Type{Val{ul}}},copy(A), Val{ul}))
     end
 end
+
+# issue #13243, unexpected nans in complex cholfact
+let apd = [5.8525753f0 + 0.0f0im -0.79540455f0 + 0.7066077f0im 0.98274714f0 + 1.3824869f0im 2.619998f0 + 1.8532984f0im -1.8306153f0 - 1.2336911f0im 0.32275113f0 + 0.015575029f0im 2.1968813f0 + 1.0640624f0im 0.27894387f0 + 0.97911835f0im 3.0476584f0 + 0.18548489f0im 0.3842994f0 + 0.7050991f0im
+        -0.79540455f0 - 0.7066077f0im 8.313246f0 + 0.0f0im -1.8076122f0 - 0.8882447f0im 0.47806996f0 + 0.48494184f0im 0.5096429f0 - 0.5395974f0im -0.7285097f0 - 0.10360408f0im -1.1760061f0 - 2.7146957f0im -0.4271084f0 + 0.042899966f0im -1.7228563f0 + 2.8335886f0im 1.8942566f0 + 0.6389735f0im
+        0.98274714f0 - 1.3824869f0im -1.8076122f0 + 0.8882447f0im 9.367975f0 + 0.0f0im -0.1838578f0 + 0.6468568f0im -1.8338387f0 + 0.7064959f0im 0.041852742f0 - 0.6556877f0im 2.5673025f0 + 1.9732997f0im -1.1148382f0 - 0.15693812f0im 2.4704504f0 - 1.0389464f0im 1.0858271f0 - 1.298006f0im
+        2.619998f0 - 1.8532984f0im 0.47806996f0 - 0.48494184f0im -0.1838578f0 - 0.6468568f0im 3.1117508f0 + 0.0f0im -1.956626f0 + 0.22825956f0im 0.07081801f0 - 0.31801307f0im 0.3698375f0 - 0.5400855f0im 0.80686307f0 + 1.5315914f0im 1.5649154f0 - 1.6229297f0im -0.112077385f0 + 1.2014246f0im
+        -1.8306153f0 + 1.2336911f0im 0.5096429f0 + 0.5395974f0im -1.8338387f0 - 0.7064959f0im -1.956626f0 - 0.22825956f0im 3.6439795f0 + 0.0f0im -0.2594722f0 + 0.48786148f0im -0.47636223f0 - 0.27821827f0im -0.61608654f0 - 2.01858f0im -2.7767487f0 + 1.7693765f0im 0.048102796f0 - 0.9741874f0im
+        0.32275113f0 - 0.015575029f0im -0.7285097f0 + 0.10360408f0im 0.041852742f0 + 0.6556877f0im 0.07081801f0 + 0.31801307f0im -0.2594722f0 - 0.48786148f0im 3.624376f0 + 0.0f0im -1.6697118f0 + 0.4017511f0im -1.4397877f0 - 0.7550918f0im -0.31456697f0 - 1.0403451f0im -0.31978557f0 + 0.13701046f0im
+        2.1968813f0 - 1.0640624f0im -1.1760061f0 + 2.7146957f0im 2.5673025f0 - 1.9732997f0im 0.3698375f0 + 0.5400855f0im -0.47636223f0 + 0.27821827f0im -1.6697118f0 - 0.4017511f0im 6.8273163f0 + 0.0f0im -0.10051322f0 + 0.24303961f0im 1.4415971f0 + 0.29750675f0im 1.221786f0 - 0.85654986f0im
+        0.27894387f0 - 0.97911835f0im -0.4271084f0 - 0.042899966f0im -1.1148382f0 + 0.15693812f0im 0.80686307f0 - 1.5315914f0im -0.61608654f0 + 2.01858f0im -1.4397877f0 + 0.7550918f0im -0.10051322f0 - 0.24303961f0im 3.4057708f0 + 0.0f0im -0.5856801f0 - 1.0203559f0im 0.7103452f0 + 0.8422135f0im
+        3.0476584f0 - 0.18548489f0im -1.7228563f0 - 2.8335886f0im 2.4704504f0 + 1.0389464f0im 1.5649154f0 + 1.6229297f0im -2.7767487f0 - 1.7693765f0im -0.31456697f0 + 1.0403451f0im 1.4415971f0 - 0.29750675f0im -0.5856801f0 + 1.0203559f0im 7.005772f0 + 0.0f0im -0.9617417f0 - 1.2486815f0im
+        0.3842994f0 - 0.7050991f0im 1.8942566f0 - 0.6389735f0im 1.0858271f0 + 1.298006f0im -0.112077385f0 - 1.2014246f0im 0.048102796f0 + 0.9741874f0im -0.31978557f0 - 0.13701046f0im 1.221786f0 + 0.85654986f0im 0.7103452f0 - 0.8422135f0im -0.9617417f0 + 1.2486815f0im 3.4629636f0 + 0.0f0im]
+    b = [-0.905011814118756 + 0.2847570854574069im -0.7122162951294634 - 0.630289556702497im
+        -0.7620356655676837 + 0.15533508334193666im 0.39947219167701153 - 0.4576746001199889im
+        -0.21782716937787788 - 0.9222220085490986im -0.727775859267237 + 0.50638268521728im
+        -1.0509472322215125 + 0.5022165705328413im -0.7264975746431271 + 0.31670415674097235im
+        -0.6650468984506477 - 0.5000967284800251im -0.023682508769195098 + 0.18093440285319276im
+        -0.20604111555491242 + 0.10570814584017311im 0.562377322638969 - 0.2578030745663871im
+        -0.3451346708401685 + 1.076948486041297im 0.9870834574024372 - 0.2825689605519449im
+        0.25336108035924787 + 0.975317836492159im 0.0628393808469436 - 0.1253397353973715im
+        0.11192755545114 - 0.1603741874112385im 0.8439562576196216 + 1.0850814110398734im
+        -1.0568488936791578 - 0.06025820467086475im 0.12696236014017806 - 0.09853584666755086im]
+    cholfact(apd, :L, Val{true}) \ b
+    r = factorize(apd)[:U]
+    E = abs(apd - r'*r)
+    ε = eps(abs(float(one(Complex64))))
+    n = 10
+    for i=1:n, j=1:n
+        @test E[i,j] <= (n+1)ε/(1-(n+1)ε)*real(sqrt(apd[i,i]*apd[j,j]))
+    end
+end