Generalise Cholesky (#84)

* generalise Cholesky

* v0.5.10

Author: dlfivefifty

Project.toml

@@ -1,6 +1,6 @@
 name = "InfiniteLinearAlgebra"
 uuid = "cde9dba0-b1de-11e9-2c62-0bab9446c55c"
-version = "0.5.9"
+version = "0.5.10"
 
 [deps]
 ArrayLayouts = "4c555306-a7a7-4459-81d9-ec55ddd5c99a"

src/infcholesky.jl

@@ -6,7 +6,14 @@ end
 
 size(U::AdaptiveCholeskyFactors) = size(U.data.array)
 bandwidths(A::AdaptiveCholeskyFactors) = (0,bandwidth(A.data,2))
-AdaptiveCholeskyFactors(A::Symmetric) = AdaptiveCholeskyFactors(cache(parent(A)),0)
+
+function AdaptiveCholeskyFactors(::SymmetricLayout{<:AbstractBandedLayout}, S::AbstractMatrix{T}) where T
+    A = parent(S)
+    l,u = bandwidths(A)
+    data = BandedMatrix{T}(undef,(0,0),(l,u)) # pad super
+    AdaptiveCholeskyFactors(CachedArray(data,A), 0)
+end
+AdaptiveCholeskyFactors(A::AbstractMatrix{T}) where T = AdaptiveCholeskyFactors(MemoryLayout(A), A)
 MemoryLayout(::Type{AdaptiveCholeskyFactors{T,DM,M}}) where {T,DM,M} = AdaptiveLayout{typeof(MemoryLayout(DM))}()
 
 
@@ -19,8 +26,9 @@ function partialcholesky!(F::AdaptiveCholeskyFactors{T,<:BandedMatrix}, n::Int)
         factors = view(F.data.data,kr,kr)
         banded_chol!(factors, UpperTriangular)
         # multiply remaining columns
-        U1 = UpperTriangular(view(F.data.data,n-u+1:n,n-u+1:n))
-        B = view(F.data.data,n-u+1:n,n+1:n+u)
+        kr2 = max(n-u+1,1):n
+        U1 = UpperTriangular(view(F.data.data,kr2,kr2))
+        B = view(F.data.data,kr2,n+1:n+u)
         ldiv!(U1',B)
         muladd!(-one(T),B',B,one(T),view(F.data.data,n+1:n+u,n+1:n+u))
         F.ncols = n

src/infqr.jl

@@ -26,7 +26,7 @@ function AdaptiveQRData(::AbstractBlockLayout, A::AbstractMatrix{T}) where T
     AdaptiveQRData(CachedArray(data,A), Vector{T}(), 0)
 end
 
-AdaptiveQRData(A::AbstractMatrix{T}) where T = AdaptiveQRData(MemoryLayout(typeof(A)), A)
+AdaptiveQRData(A::AbstractMatrix{T}) where T = AdaptiveQRData(MemoryLayout(A), A)
 
 function partialqr!(F::AdaptiveQRData{<:Any,<:BandedMatrix}, n::Int)
     if n > F.ncols

test/test_infcholesky.jl

@@ -21,4 +21,9 @@ using InfiniteLinearAlgebra, LinearAlgebra, BandedMatrices, ArrayLayouts, Test
         b = [1; zeros(∞)]
         @test cholesky(S) \ b ≈ qr(S) \ b ≈ S \ b
     end
+
+    @testset "powers" begin
+        b = [1; zeros(∞)]
+        @test cholesky(S^2) \ b ≈ qr(S^2) \ b ≈ S^2 \ b
+    end
 end