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JuliaStats / PDMats.jl

Uniform Interface for positive definite matrices of various structures
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Wrap parent of `PDMat` in `Symmetric` in `eigmin`/`eigmax` #200

Closed jishnub closed 9 months ago

jishnub commented 9 months ago 
julia> X = randn(400,600); A = X * X' + I; isposdef(A)
true

julia> S = Symmetric(A);

julia> P = PDMat(S, cholesky(S));

julia> @btime eigmax($P);
  7.598 ms (11 allocations: 1.36 MiB) # master
  4.388 ms (11 allocations: 1.36 MiB) # PR
codecov-commenter commented 9 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (cd28425) 91.48% compared to head (77fff47) 91.48%.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #200 +/- ## ======================================= Coverage 91.48% 91.48% ======================================= Files 9 9 Lines 681 681 ======================================= Hits 623 623 Misses 58 58 ```

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