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Fix bug in ∞ cholesky (#85)
* Fix bug in ∞ cholesky * v0.5.11
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-2
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+4
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Project.toml

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@@ -1,6 +1,6 @@
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name = "InfiniteLinearAlgebra"
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uuid = "cde9dba0-b1de-11e9-2c62-0bab9446c55c"
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version = "0.5.10"
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version = "0.5.11"
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[deps]
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ArrayLayouts = "4c555306-a7a7-4459-81d9-ec55ddd5c99a"

src/infcholesky.jl

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@@ -26,7 +26,7 @@ function partialcholesky!(F::AdaptiveCholeskyFactors{T,<:BandedMatrix}, n::Int)
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factors = view(F.data.data,kr,kr)
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banded_chol!(factors, UpperTriangular)
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# multiply remaining columns
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kr2 = max(n-u+1,1):n
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kr2 = max(n-u+1,kr[1]):n
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U1 = UpperTriangular(view(F.data.data,kr2,kr2))
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B = view(F.data.data,kr2,n+1:n+u)
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ldiv!(U1',B)

test/test_infcholesky.jl

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@@ -25,5 +25,7 @@ using InfiniteLinearAlgebra, LinearAlgebra, BandedMatrices, ArrayLayouts, Test
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@testset "powers" begin
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b = [1; zeros(∞)]
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@test cholesky(S^2) \ b qr(S^2) \ b S^2 \ b
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@test cholesky(S^2).U[1:100,1:100] cholesky(Symmetric((S^2)[1:100,1:100])).U
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end
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end

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