Now that #131 is merged, it's faster to construct a PDMat with an SMatrix than it is with Cholesky{T, SMatrix}. I believe this is because the constructor here creates a Matrix then here converts it to an SMatrix.
Naively, it seems like this could be improved simply by changing
PDMat(fac::Cholesky) = PDMat(Matrix(fac), fac)
to
PDMat(fac::Cholesky) = PDMat(AbstractMatrix(fac), fac)
in pdmat.jl
Now that #131 is merged, it's faster to construct a
PDMatwith anSMatrixthan it is withCholesky{T, SMatrix}. I believe this is because the constructor here creates aMatrixthen here converts it to anSMatrix.Naively, it seems like this could be improved simply by changing
PDMat(fac::Cholesky) = PDMat(Matrix(fac), fac)toPDMat(fac::Cholesky) = PDMat(AbstractMatrix(fac), fac)inpdmat.jl