Factorisations

[willtebbutt]

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Would be very helpful to have efficient implementations for cholesky, eigen, etc for Kronecker-product matrices (I believe these have efficient representations).

(Nice talk btw)

[MichielStock]

A function for cholesky and related support is now added in a new module. CholeskyKronecker is part of my type system, but should behave similarly to Cholesky of the LinearAlgebra module.

Work in progress!

[willtebbutt]

Update: eigen was resolved by #16. Just leaves implementing the cholesky in a similar manner.

[MichielStock]

Hmmm, was looking to do cholesky the same way, but this seems to be more challenging:

https://github.com/JuliaLang/julia/blob/36c59c144122dbf09fc0e1f0f1e9defbbd2f254d/stdlib/LinearAlgebra/src/cholesky.jl#L72-L81

The current implementation has its own type within Kronecker.jl type system. I don't see how elso to do this?

[willtebbutt]

I had a working prototype a while ago i think. Will dig it out and try to finish it off + make a PR in the next few days.

[MichielStock]

If you post it, I can do it?

[willtebbutt]

Required a bit of work to get anything off the ground, so make #44 .