fix(linalg): converge the Hermitian Jacobi sweep on near-diagonal matrices
Assisted-by: GLM 5.3 Flash
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+12
-1
@@ -122,6 +122,17 @@ func hermitianJacobi(h []complex128, v []complex128, n int) error {
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// the floor already diagonal and return its raw diagonal, identity
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// eigenvectors included.
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threshold := 1e-13 * norm
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// The per-entry skip must sit where a matrix whose every
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// off-diagonal entry is skippable also passes the aggregate
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// convergence test: with P pairs the off-norm of all-skipped entries
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// reaches skip·√P, so a skip at the plain threshold leaves a matrix
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// whose entries are uniformly just under it frozen above the test,
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// and the sweep exhausts its passes without turning a single
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// rotation.
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skip := threshold
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if pairs := float64(n * (n - 1) / 2); pairs > 1 {
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skip = threshold / math.Sqrt(pairs)
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}
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offMass := func() float64 {
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off := 0.0
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for p := range n {
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@@ -139,7 +150,7 @@ func hermitianJacobi(h []complex128, v []complex128, n int) error {
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for p := range n {
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for q := p + 1; q < n; q++ {
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z := h[p*n+q]
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if base.AbsComplex(z) <= threshold {
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if base.AbsComplex(z) <= skip {
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continue
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}
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// Step 1: a diagonal phase turn makes the pair entry
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