Add a tridiagonal eigh solver. #6622
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jax/_src/scipy/linalg.py
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| beta_abs = jnp.abs(beta) | ||
| beta_sq = beta * beta | ||
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| # Compute an interval containing the eigenvalue of T using the Gerschgorin |
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| # Compute an interval containing the eigenvalue of T using the Gerschgorin | |
| # Compute an interval containing the eigenvalue of T using the Gershgorin |
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https://en.wikipedia.org/wiki/Semyon_Aranovich_Gershgorin says this is an accepted transliteration!
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Okay you win, though the spelling is inconsistent with a comment a few lines down. (Maybe that's good, as all possible transliterations are represented.)
To be clear, Rasmus gets all the credit for this code. I just ported it, which happily at the level of NumPy-like ops is almost completely mechanical to do. (The autodiff stuff, when we have the pieces for it, will be a bit different.) |
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Copying Rasmus code is a recipe for success in any endeavor! :D |
This code was written by Rasmus for TensorFlow; this PR ports it to JAX.