Enable generation of well-conditioned complex matrices (#47)

* Add complex well-conditioned matrices

* Increment version number

Author: sethaxen

Project.toml

@@ -1,6 +1,6 @@
 name = "ChainRulesTestUtils"
 uuid = "cdddcdb0-9152-4a09-a978-84456f9df70a"
-version = "0.4.0"
+version = "0.4.1"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

src/data_generation.jl

@@ -1,7 +1,15 @@
 # Useful for LinearAlgebra tests
-function generate_well_conditioned_matrix(rng, N)
-    A = randn(rng, N, N)
+function generate_well_conditioned_matrix(rng::AbstractRNG, T, N)
+    A = randn(rng, T, N, N)
     return A * A' + I
 end
 
-generate_well_conditioned_matrix(N) = generate_well_conditioned_matrix(Random.GLOBAL_RNG, N)
+function generate_well_conditioned_matrix(rng::AbstractRNG, N)
+    return generate_well_conditioned_matrix(rng, Float64, N)
+end
+
+generate_well_conditioned_matrix(N) = generate_well_conditioned_matrix(Random.GLOBAL_RNG, N)
+
+function generate_well_conditioned_matrix(T, N)
+    return generate_well_conditioned_matrix(Random.GLOBAL_RNG, T, N)
+end

test/data_generation.jl

@@ -2,23 +2,28 @@
     function _is_well_conditioned(matrix)
         @test !isempty(matrix)
         @test isposdef(matrix)
-        @assert length(matrix) ≤ 25  
+        @assert length(matrix) ≤ 25
         @test cond(matrix) < 100
     end
 
 
     @testset "Generate Well Conditioned Matrix" begin
+        rng = MersenneTwister(1)
         @testset "Pass in RNG" begin
-            rng = MersenneTwister(1)
             matrix = generate_well_conditioned_matrix(rng, 5)
-
             _is_well_conditioned(matrix)
+            @testset "$T" for T in (Float64, ComplexF64)
+                matrix = generate_well_conditioned_matrix(rng, T, 5)
+                _is_well_conditioned(matrix)
+            end
         end
 
         @testset "Global RNG" begin
             matrix = generate_well_conditioned_matrix(5)
-
             _is_well_conditioned(matrix)
+            @testset "$T" for T in (Float64, ComplexF64)
+                matrix = generate_well_conditioned_matrix(T, 5)
+            end
         end
     end
 end