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JuliaStats / PDMats.jl

Uniform Interface for positive definite matrices of various structures
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Add FillArrays extension #192

Closed devmotion closed 10 months ago

devmotion commented 10 months ago

This PR adds FillArrays as a weak dependency on Julia >= 1.9 and as a proper dependency on Julia < 1.9 (the latter might not be completely desirable, see https://github.com/JuliaStats/PDMats.jl/pull/182#issuecomment-1736061820, and alternatives would be to use Requires or reduce features on older Julia versions).

Currently, the only method in the extension is a definition of AbstractPDMat for Diagonal matrices with an FillArray as diagonal. This is motivated by the constructors of MvNormal in Distributions in https://github.com/JuliaStats/Distributions.jl/blob/87aebc29b2b9608801b70aae09fbc1d2dad56e3f/src/multivariate/mvnormal.jl#L201-L210: With the definition in this PR they could be simplified to

MvNormal(μ::AbstractVector{<:Real}, Σ::AbstractMatrix{<:Real}) = MvNormal(μ, AbstractPDMat(Σ))
MvNormal(μ::AbstractVector{<:Real}, Σ::UniformScaling{<:Real}) =
    MvNormal(μ, ScalMat(length(μ), Σ.λ))

This pattern is more generally useful, I imagine: Downstream packages that deal with pd matrices could be encouraged to use AbstractPDMat(...) for converting user-provided matrices to an optimized representation. The PR here adds such optimizations also for Diagonal with FillArrays as diagonal.

This is an alternative to #184 that keeps support for Julia 1.0. The issues with Pkg.test (incompatibilities of test dependencies with already installed package dependencies) can be avoided by enforcing the use of FillArrays 0.10 on Julia 1.0. Julia 1.0 is also supported by FillArrays 0.11 and 0.12 and hence I added them to the compat entry as well; however, the test dependencies BandedMatrices and ArrayLayouts can't be installed together with these more recent versions on Julia 1.0, hence I explicitly downgraded FillArrays to 0.10 in CI on Julia 1.0.

codecov-commenter commented 10 months ago

Codecov Report

All modified lines are covered by tests :white_check_mark:

Files Coverage Δ
ext/PDMatsFillArraysExt.jl 100.00% <100.00%> (ø)
src/PDMats.jl 100.00% <ø> (ø)

:loudspeaker: Thoughts on this report? Let us know!.

devmotion commented 10 months ago

Closing since FillArrays would increase loading times significantly: https://github.com/JuliaStats/PDMats.jl/pull/182#issuecomment-1736061820