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Add complex number support to linalg.svd #561

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merged 2 commits into from
Dec 14, 2022
Merged

Add complex number support to linalg.svd #561

merged 2 commits into from
Dec 14, 2022

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kgryte
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@kgryte kgryte commented Dec 12, 2022

This PR

  • adds complex number support to linalg.svd.
  • updates the allowed data types from real-valued floating-point to any floating-point data type.
  • requires that the output arrays U and Vh must have the same data type as the input array and that S must be unconditionally real.
  • adds an extended description describing the operation.
  • makes explicit that, for matrix stacks, the SVD must be computed for each matrix in the stack.

@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 12, 2022
@kgryte kgryte added this to the v2022 milestone Dec 12, 2022
This was referenced Dec 12, 2022
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rgommers
rgommers approved these changes Dec 14, 2022
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Additions LGTM, nice to have a bit more detail on what the function does. Thanks @kgryte

spec/API_specification/array_api/linalg.py
full_matrices: bool
If ``True``, compute full-sized ``U`` and ``Vh``, such that ``U`` has shape ``(..., M, M)`` and ``Vh`` has shape ``(..., N, N)``. If ``False``, compute on the leading ``K`` singular vectors, such that ``U`` has shape ``(..., M, K)`` and ``Vh`` has shape ``(..., K, N)`` and where ``K = min(M, N)``. Default: ``True``.

Returns
-------
..
NOTE: once complex numbers are supported, each square matrix must be Hermitian.
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This code comment got removed. I believe that is correct - the comment is wrong. My guess is that it was added when looking at the hermitian boolean keyword for numpy.linalg.svd

@rgommers rgommers merged commit fdfa5bd into main Dec 14, 2022
@rgommers rgommers deleted the cmplx-linalg-svd branch December 14, 2022 19:58
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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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