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Add complex number support to eigh and eigvalsh #543

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merged 4 commits into from
Dec 14, 2022
Merged

Add complex number support to eigh and eigvalsh #543

merged 4 commits into from
Dec 14, 2022

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kgryte
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@kgryte kgryte commented Dec 1, 2022

This PR

  • adds complex number support to eigh and eigvalsh.
  • follows PyTorch and NumPy in requiring that eigenvalues be returned as real-valued floating-point arrays.
  • requires that complex input arrays be Hermitian.
  • the precision of the eigenvalue array must match that of the input array.

@kgryte kgryte added API change Changes to existing functions or objects in the API. topic: Complex Data Types Complex number data types. topic: Linear Algebra Linear algebra. labels Dec 1, 2022
@kgryte kgryte added this to the v2022 milestone Dec 1, 2022
@kgryte kgryte mentioned this pull request Dec 5, 2022
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rgommers
rgommers approved these changes Dec 14, 2022
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LGTM modulo my one question on (non-)orthogonality of eigenvectors.

spec/API_specification/array_api/linalg.py Show resolved Hide resolved
spec/API_specification/array_api/linalg.py
Whether an array library explicitly checks whether an input array is Hermitian or a symmetric matrix (or a stack of matrices) is implementation-defined.

.. note::
The function ``eig`` will be added in a future version of the specification.
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I refreshed my memory on this point. There is gh-113 and #403 (comment), so yes there seems to be demand and hence this note seems fine.

@rgommers rgommers merged commit b3f2829 into main Dec 14, 2022
@rgommers rgommers deleted the cmplx-eigh branch December 14, 2022 20:34
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API change Changes to existing functions or objects in the API. topic: Complex Data Types Complex number data types. topic: Linear Algebra Linear algebra.
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