JuliaStats / PDMats.jl

Uniform Interface for positive definite matrices of various structures
Other
104 stars 43 forks source link

Add definition of `det` #161

Closed devmotion closed 2 years ago

devmotion commented 2 years ago

Currently for det(::AbstractPDMat) the generic fallback in LinearAlgebra is used (https://github.com/JuliaLang/julia/blob/d4acead9130f97f0135bee604d94e1f67dabc70f/stdlib/LinearAlgebra/src/generic.jl#L1598-L1604) which performs an LU decomposition. This PR adds more efficient definitions for PDMat, PDSparseMat, ScalMat and PDiagMat.

codecov-commenter commented 2 years ago

Codecov Report

Merging #161 (6362c92) into master (84df00b) will increase coverage by 0.09%. The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master     #161      +/-   ##
==========================================
+ Coverage   90.14%   90.24%   +0.09%     
==========================================
  Files           8        8              
  Lines         406      410       +4     
==========================================
+ Hits          366      370       +4     
  Misses         40       40              
Impacted Files Coverage Δ
src/pdiagmat.jl 98.96% <100.00%> (+0.01%) :arrow_up:
src/pdmat.jl 98.21% <100.00%> (+0.03%) :arrow_up:
src/pdsparsemat.jl 94.23% <100.00%> (+0.11%) :arrow_up:
src/scalmat.jl 96.61% <100.00%> (+0.05%) :arrow_up:

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update 84df00b...6362c92. Read the comment docs.