timholy / timholy/PositiveFactorizations.jl
cholesky(Positive, ...) does not play nicely with StaticArrays.jl
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- Dominant language
- Julia
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- 40
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Description
Hey, thanks for this great library!
We recently encountered that PositiveFactorizations.jl loses type information in case if input is a StaticArray.
julia> L = @SArray rand(3, 3)
3×3 SMatrix{3, 3, Float64, 9} with indices SOneTo(3)×SOneTo(3):
0.0501647 0.544364 0.896714
0.243666 0.328148 0.929278
0.755197 0.661655 0.979631
julia> A = L'L
3×3 SMatrix{3, 3, Float64, 9} with indices SOneTo(3)×SOneTo(3):
0.632212 0.606946 1.01123
0.606946 0.841801 1.44126
1.01123 1.44126 2.62733
julia> inv(cholesky(A)) # Original Base function returns StaticArray
3×3 SMatrix{3, 3, Float64, 9} with indices SOneTo(3)×SOneTo(3):
5.27106 -5.37836 0.921597
-5.37836 25.0268 -11.6587
0.921597 -11.6587 6.42145
julia> inv(cholesky(PositiveFactorizations.Positive, A))
3×3 Matrix{Float64}:
5.27106 -5.37836 0.921597
-5.37836 25.0268 -11.6587
0.921597 -11.6587 6.42145
Not sure if it is easy to fix, but would be great to make it work with StaticArrays as well.
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reproducing the reported cholesky(Positive, A) behavior with the StaticArrays example, then inspect the PositiveFactorizations cholesky and inv entry points. Done means the positive-factorization path preserves the StaticArray result type like Base cholesky does, with a regression check for the shown case.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100