Prevent runaway QL (#183)

* == to >=

* up version

* add a test for runaway protection

Author: TSGut

Project.toml

@@ -1,6 +1,6 @@
 name = "InfiniteLinearAlgebra"
 uuid = "cde9dba0-b1de-11e9-2c62-0bab9446c55c"
-version = "0.8.2"
+version = "0.8.3"
 
 [deps]
 ArrayLayouts = "4c555306-a7a7-4459-81d9-ec55ddd5c99a"

src/infql.jl

@@ -401,7 +401,7 @@ function initialadaptiveQLblock(A::AbstractMatrix{T}, tol) where T
         Ll = ql(A[checkinds:2N,checkinds:2N]).L[2:j-checkinds+1,2:j-checkinds+1]
         # compare bottom right sections and stop if desired level of convergence achieved
         Lerr = norm(Ll-Ls,2)
-        if N == maxN
+        if N >= maxN
             error("Reached max. iterations in adaptive QL without convergence to desired tolerance.")
         end
         Ls = Ll
@@ -449,7 +449,7 @@ function cache_filldata!(A::AdaptiveQLFactors{T}, inds::UnitRange{Int}) where T
         Ll = ql(A.M[checkinds:2N,checkinds:2N]).L[2:j-checkinds+1,2:j-checkinds+1]
         # compare bottom right sections and stop if desired level of convergence achieved
         Lerr = norm(Ll-Ls,2)
-        if N == maxN
+        if N >= maxN
             error("Reached max. iterations in adaptive QL without convergence to desired tolerance.")
         end
         Ls = Ll
@@ -470,7 +470,7 @@ function cache_filldata!(A::AdaptiveQLTau{T}, inds::UnitRange{Int}) where T
         Ll = ql(A.M[checkinds:2N,checkinds:2N]).L[2:j-checkinds+1,2:j-checkinds+1]
         # compare bottom right sections and stop if desired level of convergence achieved
         Lerr = norm(Ll-Ls,2)
-        if N == maxN
+        if N >= maxN
             error("Reached max. iterations in adaptive QL without convergence to desired tolerance.")
         end
         Ls = Ll

test/test_infql.jl

@@ -219,6 +219,10 @@ using ArrayLayouts: TriangularLayout, UnknownLayout
             @test (L*b)[1:6] == ApplyArray(*,L,b)[1:6] == [0. , -5.25,  -7.833333333333333, -2.4166666666666666, -1., 0.]
             @test size(ql(A).τ) == (ℵ₀, )
         end
+        @testset "Naive extremely long / infinite loop protection" begin
+            A = _BandedMatrix(Vcat((((0:∞)))', (((1:∞)).+1/4)', Ones(1,∞)./3), ℵ₀, 1, 1)
+            @test_throws ErrorException("Reached max. iterations in adaptive QL without convergence to desired tolerance.") ql(A)
+        end
         @testset "Explicit tolerance tests" begin
             Asym = LinearAlgebra.SymTridiagonal([[1.,2.]; Fill(3.,∞)], [[1., 2.]; Fill(1.,∞)])
             Aplain = LinearAlgebra.Tridiagonal([[1., 2.]; Fill(1.,∞)], [[1.,2.]; Fill(3.,∞)], [[1., 2.]; Fill(1.,∞)])
@@ -287,4 +291,4 @@ using ArrayLayouts: TriangularLayout, UnknownLayout
         Q,L = ql(A)
         @test (Q*L)[1:10,1:10] ≈ A[1:10,1:10]
     end
-end
+end