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Magnetic materials containing 5d ions in oxygen cages can show exotic properties due to competing energy scales for spins, orbits, and the crystalline lattice. So far, the A₂BB′O₆ double perovskites have shown a wide range of magnetic and multiferroic properties. We focus on the magnetic properties of A-site magnetic iridates Ln₂CoIrO₆ (Ln = Eu, Ho, Tb), which are unusual in that they have three magnetic elements. The Ln₂CoIrO₆ polycrystals show hysteretic and ferrimagnetic/ferromagnetic behavior, with extremely large magnetic moments on the Ho and Tb compounds. The phase diagrams extend past 60 Tesla. We will also present a magnetostriction technique using a piezoelectric strain gauge that is suited to ultrasensitive measurements on small samples in high magnetic fields on these and other compounds.