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Fix default tolerance for complex #58

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merged 3 commits into from
Dec 15, 2021
Merged

Fix default tolerance for complex #58

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71142f7
Fix default tolerance for complex
ChrisRackauckas Dec 15, 2021
5b8e73d
fix pardiso complex
ChrisRackauckas Dec 15, 2021
50331e2
fix tests
ChrisRackauckas Dec 15, 2021
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9 changes: 7 additions & 2 deletions src/common.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -69,10 +69,15 @@ init_cacheval(alg::Union{SciMLLinearSolveAlgorithm,Nothing}, A, b, u) = nothing

SciMLBase.init(prob::LinearProblem, args...; kwargs...) = SciMLBase.init(prob,nothing,args...;kwargs...)

default_tol(::Type{T}) where T = √(eps(T))
default_tol(::Type{Complex{T}}) where T = √(eps(T))
default_tol(::Type{<:Rational}) = 0
default_tol(::Type{<:Integer}) = 0

function SciMLBase.init(prob::LinearProblem, alg::Union{SciMLLinearSolveAlgorithm,Nothing}, args...;
alias_A = false, alias_b = false,
abstol=√eps(eltype(prob.A)),
reltol=√eps(eltype(prob.A)),
abstol=default_tol(eltype(prob.A)),
reltol=default_tol(eltype(prob.A)),
maxiters=length(prob.b),
verbose=false,
Pl = nothing,
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12 changes: 11 additions & 1 deletion src/pardiso.jl
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Expand Up @@ -40,7 +40,17 @@ function init_cacheval(alg::PardisoJL, cache::LinearCache)

Pardiso.pardisoinit(solver) # default initialization

matrix_type !== nothing && Pardiso.set_matrixtype!(solver, matrix_type)
if matrix_type !== nothing
Pardiso.set_matrixtype!(solver, matrix_type)
else
if eltype(A) <: Real
Pardiso.set_matrixtype!(solver, Pardiso.REAL_NONSYM)
elseif eltype(A) <: Complex
Pardiso.set_matrixtype!(solver, Pardiso.COMPLEX_NONSYM)
else
error("Number type not supported by Pardiso")
end
end
cache.verbose && Pardiso.set_msglvl!(solver, Pardiso.MESSAGE_LEVEL_ON)

# pass in vector of tuples like [(iparm::Int, key::Int) ...]
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10 changes: 4 additions & 6 deletions test/runtests.jl
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Expand Up @@ -186,14 +186,12 @@ end
MKLPardisoIterate(),
)

u = solve(prob1, alg; cache_kwargs...)
u = solve(prob1, alg; cache_kwargs...).u
@test A1 * u ≈ b1

# common interface doesn't support complex types
# https://github.com/SciML/LinearSolve.jl/issues/38

# u = solve(prob2, alg; cache_kwargs...)
# @test A2 * u ≈ b2
u = solve(prob2, alg; cache_kwargs...).u
@test eltype(u) <: Complex
@test_broken A2 * u ≈ b2
end

end
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