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Move WoodburyPDMat code to PDMatsExtras #7

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sethaxen opened this issue Oct 18, 2021 · 1 comment
Open

Move WoodburyPDMat code to PDMatsExtras #7

sethaxen opened this issue Oct 18, 2021 · 1 comment

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@sethaxen
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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
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See invenia/PDMatsExtras.jl#25

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@sethaxen