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15 changes: 11 additions & 4 deletions src/pyrecest/_backend/pytorch/linalg.py
Original file line number Diff line number Diff line change
Expand Up @@ -211,10 +211,17 @@ def solve_sylvester(a, b, q):
)
if conditions:
tilde_q = eigvecs.transpose(-2, -1) @ q @ eigvecs
tilde_x = tilde_q / (
eigvals[..., :, None]
+ eigvals[..., None, :]
+ _torch.eye(a.shape[-1], dtype=a.dtype, device=a.device)
denominators = eigvals[..., :, None] + eigvals[..., None, :]
safe_denominators = _torch.where(
_torch.abs(denominators) < 1e-12,
_torch.ones((), dtype=denominators.dtype, device=denominators.device),
denominators,
)
tilde_x = tilde_q / safe_denominators
tilde_x = _torch.where(
_torch.abs(denominators) < 1e-12,
_torch.zeros((), dtype=tilde_x.dtype, device=tilde_x.device),
tilde_x,
)
return eigvecs @ tilde_x @ eigvecs.transpose(-2, -1)

Expand Down
Original file line number Diff line number Diff line change
@@ -0,0 +1,42 @@
"""Regression tests for PyTorch Sylvester solver shortcuts."""

from tests.support.backend_runner import run_backend_code


def test_pytorch_semidefinite_sylvester_shortcut_respects_nonzero_denominators():
code = """
import torch
from pyrecest.backend import linalg

# Symmetric positive-semidefinite factor with a one-dimensional nullspace.
eigvecs = torch.tensor(
[
[-0.23813772, -0.95532958, 0.17434201],
[0.89798926, -0.14791816, 0.41440983],
[-0.37000772, 0.25586247, 0.89310060],
],
dtype=torch.float64,
)
eigvals = torch.tensor([0.0, 0.5, 2.0], dtype=torch.float64)
a = eigvecs @ torch.diag(eigvals) @ eigvecs.T

# The shortcut accepts almost skew-symmetric q. The tiny diagonal entries are
# within that tolerance, but they still have nonzero Sylvester denominators in
# the non-null eigenspaces and must not be divided by denominator + I.
tilde_q = torch.tensor(
[
[0.0, 0.3, -0.2],
[-0.3, 1.0e-7, 0.4],
[0.2, -0.4, -1.0e-7],
],
dtype=torch.float64,
)
q = eigvecs @ tilde_q @ eigvecs.T

solution = linalg.solve_sylvester(a, a, q)
residual = torch.linalg.norm(a @ solution + solution @ a - q)
assert torch.isfinite(solution).all()
assert residual.item() < 1e-10, residual.item()
"""
result = run_backend_code("pytorch", code)
assert result.returncode == 0, result.stderr
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