Closed AlexRobson closed 2 years ago
Merging #32 (766743e) into master (e6506b0) will increase coverage by
0.68%
. The diff coverage is100.00%
.
@@ Coverage Diff @@
## master #32 +/- ##
==========================================
+ Coverage 73.45% 74.13% +0.68%
==========================================
Files 4 4
Lines 113 116 +3
==========================================
+ Hits 83 86 +3
Misses 30 30
Impacted Files | Coverage Δ | |
---|---|---|
src/woodbury_pd_mat.jl | 93.87% <100.00%> (+0.39%) |
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This looks good. Should we add unwhiten
while we're at it?
This looks good. Should we add
unwhiten
while we're at it?
unwhiten is actually already implemented :) - If I recall correctly somewhere one of the typical operations we do (e.g. log pdf) calls it, can't remember which though.
https://github.com/invenia/PDMatsExtras.jl/blob/master/src/woodbury_pd_mat.jl#L104
as an aside - unwhiten is basically the inverse of this, and there the matrix is also densifies. The commentary there around densifying applies as much here as there in that we are densifying to get the root.
Adds
whiten
for WoodburyPDMat.It doesn't do anything special other than densifies and calls
PDMats
unwhiten. Without this, we'll hit a cholesky error asPDMats
tries to callcholesky
on theWoodburyPDMat
.