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Improvements to cholesky rrules (#630)
* Rewrite getproperty rule to store factors * Work with factors directly * Create tangent with factors * Simplify and generalize cholesky number rule * Use default tangent * Generalize diagonal cholesky to Hermitian * Simplify cholesky(::Diagonal) tests * Generalize and simplify cholesky(::StridedMatrix) * Fixes for Hermitian matrices * Generalize to complex Hermitian matrices * Remove unnecessary single-arg rule * Reformat * Check that check kwarg correctly passed * Support failed factorizations * Remove specializations for Thunks * Release unnecessary constraints on factors * Decrease step size * Check complex cotangent for real primal works * Fix diagonal rule for failed factorization * Release type constraint of Diagonal * Refer to real instead off complex * Increment patch number * Avoid unnecessary copies * Update src/rulesets/LinearAlgebra/factorization.jl Co-authored-by: David Widmann <[email protected]> * Apply suggestions from code review Co-authored-by: Frames Catherine White <[email protected]> * Complexify with concrete types Co-authored-by: David Widmann <[email protected]> Co-authored-by: Frames Catherine White <[email protected]>
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@JuliaRegistrator register
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Registration pull request created: JuliaRegistries/General/62507
After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.
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