fixed tests for complex evd

src/NativeProviders/MKL/lapack.cpp

@@ -356,7 +356,7 @@ inline MKL_INT sym_eigen_factor(MKL_INT n, T a[], T vectors[], MKL_Complex16 val
 		delete[] w;
 		return info;
 	}
-
+	
 	memcpy(vectors, clone_a, n*n*sizeof(T));
 
 	for (MKL_INT index = 0; index < n; ++index)
@@ -364,7 +364,7 @@ inline MKL_INT sym_eigen_factor(MKL_INT n, T a[], T vectors[], MKL_Complex16 val
 		values[index] = MKL_Complex16(w[index]);
 	}
     
-	for (MKL_INT j = 0; j < n; j++)
+	for (MKL_INT j = 0; j < n; ++j)
     {
         MKL_INT jn = j*n;
 

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.Complex.cs

@@ -31,6 +31,7 @@
 #if NATIVEMKL
 
 using System;
+using System.CodeDom;
 using System.Numerics;
 using System.Security;
 using MathNet.Numerics.LinearAlgebra.Factorization;
@@ -1366,7 +1367,8 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
                 throw new ArgumentException(String.Format(Resources.ArgumentArrayWrongLength, order * order), "matrixD");
             }
 
-            SafeNativeMethods.z_eigen(isSymmetric, order, matrix, matrixEv, vectorEv, matrixD);
+            if (SafeNativeMethods.z_eigen(isSymmetric, order, matrix, matrixEv, vectorEv, matrixD) > 0)
+                throw new NonConvergenceException();
         }
     }
 }

src/UnitTests/LinearAlgebraTests/Complex/Factorization/EvdTests.cs

@@ -28,6 +28,7 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
+using System;
 using MathNet.Numerics.LinearAlgebra;
 using MathNet.Numerics.LinearAlgebra.Complex;
 using NUnit.Framework;
@@ -91,7 +92,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         {
             var A = Matrix<Complex>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
-            var factorEvd = A.Evd();
+            var factorEvd = A.Evd(Symmetricity.Hermitian);
             var V = factorEvd.EigenVectors;
             var λ = factorEvd.D;
 
@@ -151,7 +152,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = Matrix<Complex>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = Vector<Complex>.Build.Random(order, 2);
             var bCopy = b.Clone();
@@ -179,7 +180,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = Matrix<Complex>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = Matrix<Complex>.Build.Random(order, order, 2);
             var BCopy = B.Clone();
@@ -212,7 +213,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = Matrix<Complex>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = Vector<Complex>.Build.Random(order, 2);
             var bCopy = b.Clone();
@@ -240,7 +241,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = Matrix<Complex>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = Matrix<Complex>.Build.Random(order, order, 2);
             var BCopy = B.Clone();

src/UnitTests/LinearAlgebraTests/Complex/Factorization/UserEvdTests.cs

@@ -117,7 +117,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
         public void CanFactorizeRandomSymmetricMatrix(int order)
         {
             var matrixA = new UserDefinedMatrix(Matrix<Complex>.Build.RandomPositiveDefinite(order, 1).ToArray());
-            var factorEvd = matrixA.Evd();
+            var factorEvd = matrixA.Evd(Symmetricity.Hermitian);
             var eigenVectors = factorEvd.EigenVectors;
             var d = factorEvd.D;
 
@@ -204,7 +204,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = new UserDefinedVector(Vector<Complex>.Build.Random(order, 1).ToArray());
             var bCopy = b.Clone();
@@ -231,7 +231,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = new UserDefinedMatrix(Matrix<Complex>.Build.Random(order, order, 1).ToArray());
             var BCopy = B.Clone();
@@ -264,7 +264,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = new UserDefinedVector(Vector<Complex>.Build.Random(order, 1).ToArray());
             var bCopy = b.Clone();
@@ -292,7 +292,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = new UserDefinedMatrix(Matrix<Complex>.Build.Random(order, order, 1).ToArray());
             var BCopy = B.Clone();

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/EvdTests.cs

@@ -92,7 +92,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         {
             var A = Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
-            var factorEvd = A.Evd();
+            var factorEvd = A.Evd(Symmetricity.Hermitian);
             var V = factorEvd.EigenVectors;
             var λ = factorEvd.D;
 
@@ -152,7 +152,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = Vector<Complex32>.Build.Random(order, 2);
             var bCopy = b.Clone();
@@ -179,7 +179,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = Matrix<Complex32>.Build.Random(order, order, 2);
             var BCopy = B.Clone();
@@ -212,7 +212,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = Vector<Complex32>.Build.Random(order, 2);
             var bCopy = b.Clone();
@@ -240,7 +240,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1);
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = Matrix<Complex32>.Build.Random(order, order, 2);
             var BCopy = B.Clone();

src/UnitTests/LinearAlgebraTests/Complex32/Factorization/UserEvdTests.cs

@@ -115,7 +115,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
         public void CanFactorizeRandomSymmetricMatrix([Values(1, 2, 5, 10, 50, 100)] int order)
         {
             var matrixA = new UserDefinedMatrix(Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1).ToArray());
-            var factorEvd = matrixA.Evd();
+            var factorEvd = matrixA.Evd(Symmetricity.Hermitian);
             var eigenVectors = factorEvd.EigenVectors;
             var d = factorEvd.D;
 
@@ -203,7 +203,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = new UserDefinedVector(Vector<Complex32>.Build.Random(order, 1).ToArray());
             var bCopy = b.Clone();
@@ -230,7 +230,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = new UserDefinedMatrix(Matrix<Complex32>.Build.Random(order, order, 1).ToArray());
             var BCopy = B.Clone();
@@ -263,7 +263,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var b = new UserDefinedVector(Vector<Complex32>.Build.Random(order, 1).ToArray());
             var bCopy = b.Clone();
@@ -291,7 +291,7 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Factorization
             var A = new UserDefinedMatrix(Matrix<Complex32>.Build.RandomPositiveDefinite(order, 1).ToArray());
             MatrixHelpers.ForceHermitian(A);
             var ACopy = A.Clone();
-            var evd = A.Evd();
+            var evd = A.Evd(Symmetricity.Hermitian);
 
             var B = new UserDefinedMatrix(Matrix<Complex32>.Build.Random(order, order, 1).ToArray());
             var BCopy = B.Clone();