Add AbstractPDMat constructor
#172
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Codecov ReportBase: 89.93% // Head: 90.11% // Increases project coverage by
Additional details and impacted files@@ Coverage Diff @@
## master #172 +/- ##
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+ Coverage 89.93% 90.11% +0.18%
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Files 8 8
Lines 437 445 +8
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+ Hits 393 401 +8
Misses 44 44
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ararslan
approved these changes
Feb 27, 2023
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This PR adds
AbstractPDMat(::AbstractMatrix),AbstractPDMat(::Cholesky)andAbstractPDMat(::CholTypeSparse).The main motivation is that this allows to specialize on the matrix type, which allows downstream packages such as Distributions (e.g. in https://github.com/JuliaStats/Distributions.jl/blob/9f9c5caf6cd99c5205a11ca1c8d6b6471fc9ce29/src/multivariate/mvnormal.jl#L201-L203) to just use
AbstractPDMat(A)instead of adding custom dispatches.Unfortunately, we can't add something like
AbstractPDMat(A::UniformScaling)(size unknown) orAbstractPDMat(A::Diagonal{<:Real,<:FillArrays.Fill{<:Real}})(FillArrays dependency).Fixes #136 (without lying about the return type).