Separate parent matrix type from Cholesky parameter

JuliaStats · Jul 26, 2024 · 6408cb7 · 6408cb7
1 parent 53bf0d0
commit 6408cb7
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Showing 2 changed files with 9 additions and 4 deletions.
diff --git a/src/pdmat.jl b/src/pdmat.jl
@@ -1,19 +1,19 @@
 """
 Full positive definite matrix together with a Cholesky factorization object.
 """
-struct PDMat{T<:Real,S<:AbstractMatrix} <: AbstractPDMat{T}
- mat::S
+struct PDMat{T<:Real,S<:AbstractMatrix{T},M<:AbstractMatrix{T}} <: AbstractPDMat{T}
+ mat::M
  chol::Cholesky{T,S}
 
- PDMat{T,S}(m::AbstractMatrix{T},c::Cholesky{T,S}) where {T,S} = new{T,S}(m,c)
+ PDMat{T,S}(m::M, c::Cholesky{T,S}) where {T,S<:AbstractMatrix{T},M<:AbstractMatrix{T}} = new{T,S,M}(m,c)
 end
 
 function PDMat(mat::AbstractMatrix,chol::Cholesky{T,S}) where {T,S}
  d = LinearAlgebra.checksquare(mat)
  if size(chol, 1) != d
  throw(DimensionMismatch("Dimensions of mat and chol are inconsistent."))
  end
- PDMat{T,S}(convert(S, mat), chol)
+ PDMat{T,S}(convert(AbstractMatrix{T}, mat), chol)
 end
 
 PDMat(mat::AbstractMatrix) = PDMat(mat, cholesky(mat))

diff --git a/test/pdmtypes.jl b/test/pdmtypes.jl
@@ -164,6 +164,11 @@ using Test
  end
  end
 
+ @testset "PDMat fro SymTridiagonal" begin
+ S = SymTridiagonal(fill(4,4), fill(1,3))
+ @test PDMat(S) == S
+ end
+
  @testset "AbstractPDMat constructors (#136)" begin
  x = rand(10, 10)
  A = Array(Symmetric(x' * x + I))