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Make cholesky handle AbstractMatrix #44076

Merged
merged 3 commits into from
Feb 13, 2022
Merged

Make cholesky handle AbstractMatrix #44076

merged 3 commits into from
Feb 13, 2022

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dkarrasch
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@dkarrasch dkarrasch commented Feb 8, 2022

Closes #44053. Closes #40690.

@dkarrasch dkarrasch added the linear algebra Linear algebra label Feb 8, 2022
@dkarrasch dkarrasch changed the title Make cholesky handle HermOrSym of structured matrices Make cholesky handle AbstractMatrix Feb 9, 2022
@dkarrasch
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I only now realize that this is somewhat duplicate to #40690, though it includes some special handling for some special matrices, and (currently) doesn't relax the stridedness assumption on inplace cholesky!.

@dlfivefifty Do you have an example for a non-strided matrix that should cooperate with cholesky!? I could include it here if you don't mind.

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Banded matrices

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Do we have some minimal testhelper thing for that, do you know?

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I'm not sure we have an easy way to test this, but I checked that cholesky! works on a BandedMatrix, so that extension should be fine.

@dkarrasch dkarrasch merged commit 635449d into master Feb 13, 2022
@dkarrasch dkarrasch deleted the dk/cholstructured branch February 13, 2022 12:15
antoine-levitt pushed a commit to antoine-levitt/julia that referenced this pull request Feb 17, 2022
Co-authored-by: Sheehan Olver <s.olver@imperial.ac.uk>
LilithHafner pushed a commit to LilithHafner/julia that referenced this pull request Feb 22, 2022
Co-authored-by: Sheehan Olver <s.olver@imperial.ac.uk>
LilithHafner pushed a commit to LilithHafner/julia that referenced this pull request Mar 8, 2022
Co-authored-by: Sheehan Olver <s.olver@imperial.ac.uk>
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Cholesky fails for Hermitian{.., Diagonal}
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