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Move WoodburyPDMat code to PDMatsExtras

Open sethaxen opened this issue 4 years ago • 1 comments

The WoodburyPDMat code here is more general than that in PDMatsExtras.jl. To support the more general case, we use a different set of decompositions. If our version is not much less efficient than PDMatsExtras on the same matrices it supports, then this code should be moved out to PDMatsExtras.

sethaxen avatar Oct 18 '21 13:10 sethaxen

See https://github.com/invenia/PDMatsExtras.jl/issues/25

sethaxen avatar Oct 31 '21 00:10 sethaxen