Use pivoting as the default in LU regardless of the element type. #32989
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fredrikekre
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Aug 20, 2019
For types that weren't subtypes of AbstractFloat, we used to try to LU factorize without pivoting and only use pivoting when it failed. This caused large numerical errors when computing the LU for element types which promoted to float like numbers such as most integers. The behavior was never documented and is error prone. Hence, this PR removes the behavior.
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I think it would be good if we could try backporting this to 1.3 since many people have complained about JuliaLang/LinearAlgebra.jl#605. If PkgEval shows that it breaks too many packages (I don't expect that) then we can drop it. |
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…2989) For types that weren't subtypes of AbstractFloat, we used to try to LU factorize without pivoting and only use pivoting when it failed. This caused large numerical errors when computing the LU for element types which promoted to float like numbers such as most integers. The behavior was never documented and is error prone. Hence, this PR removes the behavior. (cherry picked from commit 5af3c2a)
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Note that this was merged even with a (correctly) red CI. |
This was referenced Sep 5, 2019
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For types that weren't subtypes of AbstractFloat, we used to try
to LU factorize without pivoting and only use pivoting when it failed.
This caused large numerical errors when computing the LU for element
types which promoted to float like numbers such as most integers.
The behavior was never documented and is error prone. Hence, this
PR removes the behavior.
Fixes JuliaLang/LinearAlgebra.jl#605. Alternative to #30953