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Can `rankUpdate!` be replaced by a 5-arg `mul!` method?

Open dmbates opened this issue 5 years ago • 4 comments

At present the generic rankdowndate! performs the C := β .* C + α .* A * A' operation. This could be written as a 5-argument mul! method but we probably want to check that the A * A' operation is properly short-circuited if we do so.

dmbates avatar Feb 23 '20 11:02 dmbates

This would also address some behavior @Nosferican found in his doc updates where the the generic rankUpdate! method is invoked on some combination of diagonal matrices.

palday avatar Feb 23 '20 15:02 palday

It appears that this will need several methods added to the LinearAlgebra package to do things efficiently with mul!. Let's defer this until v3.0 is out.

dmbates avatar Feb 24 '20 09:02 dmbates

Is there a schedule for that? We can add a LinearAlgebra vX.X or Julia vY.Y milestone.

palday avatar Feb 24 '20 10:02 palday

Not really a schedule, per se. I haven't written the code yet and I need to be very careful about proper tests, etc., when making a PR on a standard library. For the time being I think we should just live with the semi-ugliness of having the rankUpdate! methods.

dmbates avatar Feb 24 '20 10:02 dmbates