JuliaArrays / JuliaArrays/StaticArrays.jl

Cholesky Update

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Dominant language
Julia
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Merged PRs (30d)
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Description

There's a couple of functions in LinearAlgebra.jl around updating Cholesky decompositions:

  • lowrankupdate!
  • lowrandowndate!

You can find them starting here:
https://github.com/JuliaLang/LinearAlgebra.jl/blob/27b0f1321777fd2f935b8b9f1cefc61e12114b29/src/cholesky.jl#L882

This looks like a lot of mutating code, but would it be possible to use Accessors.jl to emulate this mutating behaviour? The annoying thing about lowrankupdate! is that it destroys the input vector, so the non-mutating versions lowrankupdate have to copy everything (hence allocations). Being able to get this to work for StaticArrays allows me to bypass these allocations and wierd side-effects. How feasible do you think this is?

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Research direction

Start in src/cholesky.jl around the linked definitions of lowrankupdate! and lowrandowndate!, then examine how their mutating behavior affects the non-mutating lowrankupdate variants. Investigate whether Accessors.jl can support the requested StaticArrays behavior without destroying the input vector or requiring copies; done means a concrete feasibility result and a defined path for reducing those allocations and side effects.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
performance
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Quiet
Clarity
Needs clarification
Newbie friendliness
38/100

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