mcabbott / mcabbott/AxisKeys.jl
`cholesky` of a Symmetric KeyedArray strips out the Symmetric
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Description
Hello, I got tripped up by this:
julia> X = Symmetric(KeyedArray([1.0 0.1; 0.2 1.0], ([:a, :b], [:a, :b])))
2×2 Symmetric{Float64, KeyedArray{Float64, 2, Matrix{Float64}, Tuple{Vector{Symbol}, Vector{Symbol}}}}:
1.0 0.1
0.1 1.0
julia> isposdef(X) # Doesn't give expected answer
false
julia> isposdef(collect(X)) # Gives expected answer
true
Note that
julia> X = Symmetric([1.0 0.1; 0.2 1.0])
2×2 Symmetric{Float64, Matrix{Float64}}:
1.0 0.1
0.1 1.0
julia> isposdef(X) # Gives expected answer
true
As far as I can tell, this is because we reach this method in this package:
LinearAlgebra.cholesky(A::Hermitian{T, <:KeyedArray{T}}; kwargs...) where {T} =
cholesky(parent(A); kwargs...)
And
julia> parent(Hermitian(X))
2-dimensional KeyedArray(...) with keys:
↓ 2-element Vector{Symbol}
→ 2-element Vector{Symbol}
And data, 2×2 Matrix{Float64}:
(:a) (:b)
(:a) 1.0 0.1
(:b) 0.2 1.0
which does not satisfy isposdef since it's not Hermitian.
This is with AxisKeys v0.1.22 and julia v1.6.0
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Research direction
Reproduce the Julia examples in the issue, then locate the LinearAlgebra.cholesky method for Hermitian values containing KeyedArray data. Compare its behavior with Symmetric and collect(X), and determine how the reported wrapper or symmetry information is lost. Done means the keyed symmetric case gives the expected positive-definiteness result without breaking the existing method behavior.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- data
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100