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Author SHA1 Message Date
Peter Hawkins
49c80e68d1 Fix error/hang when non-finite values are passed to non-symmetric Eigendecomposition. 
Improve the documentation of lax.eig().

Fixes https://github.com/google/jax/issues/18226

PiperOrigin-RevId: 584170564
 2023-11-20 17:32:16 -08:00
Peter Hawkins
1cead779a3 Add support for Hessenberg and tridiagonal matrix reductions on CPU. 
* Implement jax.scipy.linalg.hessenberg and jax.lax.linalg.hessenberg.
* Export what was previously jax._src.lax.linalg.orgqr as jax.lax.linalg.householder_product, since it can be used with some minor tweaks to compute the unitary matrix of a Hessenberg reduction.
* Implement jax.lax.linalg.tridiagonal, which is the symmetric (Hermitian) equivalent of Hessenberg reduction.

None of these primitives are differentiable at the moment.

PiperOrigin-RevId: 487224934
 2022-11-09 06:23:55 -08:00
Peter Hawkins
894093c0fb Move jaxlib cpu kernels under jaxlib/cpu/. 
No functional changes intended.

PiperOrigin-RevId: 483413031
 2022-10-24 10:02:56 -07:00