generic rankUpdate! method (#263)

Author: palday

src/linalg/rankUpdate.jl

@@ -11,6 +11,25 @@ The order of the arguments
 """
 function rankUpdate! end
 
+function rankUpdate!(
+    C::AbstractMatrix{T},
+    A::AbstractMatrix{T},
+    α=true,
+    β=true) where {T}
+
+    m, n = size(A)
+    m == size(C, 2) || throw(DimensionMismatch(""))
+    @info "it is surprising that this function is called - please report a use case as a MixedModels issue"
+    @warn "using generic method, this will be slower than usual"
+
+    A = A'A
+
+    for (i, el) in enumerate(C)
+        C[i] = β * el + α * A[i]
+    end
+    C
+end
+
 function rankUpdate!(
     C::HermOrSym{T,S},
     a::StridedVector{T},

test/linalg.jl

@@ -49,6 +49,8 @@ end
 
     # when converting straight from diagonal to symmetric, the type is different
     @test Diagonal(fill(5.,2)) == MixedModels.rankUpdate!(Symmetric(Matrix(1. * I(2)), :L), d2)
+    # generic method
+    @test Diagonal(fill(5.,2)) == MixedModels.rankUpdate!(Matrix(1. * I(2)), d2)
 end
 
 @testset "lmulλ!" begin