From 80d2efcb5d4ef801bc403a89c6a9c0ec4790b72c Mon Sep 17 00:00:00 2001
From: Nestor Demeure <nestordemeure@gmail.com>
Date: Sat, 2 Nov 2019 16:45:30 +0100
Subject: [PATCH] added real constraint on sigma

---
 src/linalg/cholesky.rs   | 11 +++++++++--
 tests/linalg/cholesky.rs | 11 +++++++----
 2 files changed, 16 insertions(+), 6 deletions(-)

diff --git a/src/linalg/cholesky.rs b/src/linalg/cholesky.rs
index 6a2c9da8..cbbe5ff8 100644
--- a/src/linalg/cholesky.rs
+++ b/src/linalg/cholesky.rs
@@ -8,6 +8,7 @@ use crate::base::{DefaultAllocator, Matrix, MatrixMN, MatrixN, SquareMatrix};
 use crate::constraint::{SameNumberOfRows, ShapeConstraint};
 use crate::dimension::{Dim, DimSub, Dynamic, U1};
 use crate::storage::{Storage, StorageMut};
+use crate::RealField;
 
 /// The Cholesky decomposition of a symmetric-definite-positive matrix.
 #[cfg_attr(feature = "serde-serialize", derive(Serialize, Deserialize))]
@@ -151,12 +152,18 @@ where
     /// TODO rewrite comment (current version is taken verbatim from eigen)
     /// TODO insures that code is correct for complex numbers, eigen uses abs2 and conj
     /// https://eigen.tuxfamily.org/dox/LLT_8h_source.html
-    pub fn rank_one_update<R2: Dim, S2>(&mut self, x: &Matrix<N, R2, U1, S2>, sigma: N)
-    where
+    /// TODO insure that sigma is a real
+    pub fn rank_one_update<R2: Dim, S2, N2: RealField>(
+        &mut self,
+        x: &Matrix<N, R2, U1, S2>,
+        sigma: N2,
+    ) where
+        N: From<N2>,
         S2: Storage<N, R2, U1>,
         DefaultAllocator: Allocator<N, R2, U1>,
         ShapeConstraint: SameNumberOfRows<R2, D>,
     {
+        let sigma = <N>::from(sigma);
         let n = x.nrows();
         let mut temp = x.clone_owned();
         for k in 0..n {
diff --git a/tests/linalg/cholesky.rs b/tests/linalg/cholesky.rs
index 823ec96f..bef5de95 100644
--- a/tests/linalg/cholesky.rs
+++ b/tests/linalg/cholesky.rs
@@ -83,9 +83,12 @@ macro_rules! gen_tests(
                     use nalgebra::Vector3;
                     let mut m = RandomSDP::new(U3, || random::<$scalar>().0).unwrap();
                     let x = Vector3::<$scalar>::new_random().map(|e| e.0);
-                    let mut sigma = random::<$scalar>().0; // random::<$scalar>().0;
-                    let one = sigma*0. + 1.; // TODO this is dirty but $scalar appears to not be a scalar type in this file
-                    sigma = one; // TODO placeholder
+
+                    // TODO this is dirty but $scalar appears to not be a scalar type in this file
+                    let zero = random::<$scalar>().0 * 0.;
+                    let one = zero + 1.;
+                    let sigma = random::<f64>(); // needs to be a real
+                    let sigma_scalar = zero + sigma;
 
                     // updates cholesky decomposition and reconstructs m
                     let mut chol = m.clone().cholesky().unwrap();
@@ -93,7 +96,7 @@ macro_rules! gen_tests(
                     let m_chol_updated = chol.l() * chol.l().adjoint();
 
                     // updates m manually
-                    m.ger(sigma, &x, &x, one); // m += sigma * x * x.adjoint()
+                    m.ger(sigma_scalar, &x, &x, one); // m += sigma * x * x.adjoint()
 
                     println!("sigma : {}", sigma);
                     println!("m updated : {}", m);