Merge pull request #148 from st--/st/ad_workaround

AD workaround

Author: andreasnoack

src/chol.jl

@@ -4,7 +4,10 @@ chol_lower(a::Cholesky) = a.uplo === 'L' ? a.L : a.U'
 chol_upper(a::Cholesky) = a.uplo === 'U' ? a.U : a.L'
 
 # For a dense Matrix, the following allows us to avoid the Adjoint wrapper:
-chol_lower(a::Matrix) = cholesky(Hermitian(a, :L)).L
+chol_lower(a::Matrix) = cholesky(Symmetric(a, :L)).L
+# NOTE: Formally, the line above should use Hermitian() instead of Symmetric(),
+# but this currently has an AutoDiff issue in Zygote.jl, and PDMat is
+# type-restricted to be Real, so they are equivalent.
 
 if HAVE_CHOLMOD
     CholTypeSparse{T} = SuiteSparse.CHOLMOD.Factor{T}