Avoid copy in chol_lower

src/chol.jl

@@ -1,9 +1,9 @@
-CholType{T,S<:AbstractMatrix} = Cholesky{T,S}
-chol_lower(a::Matrix) = cholesky(a).L
+# Accessing a.L directly might involve an extra copy();
+# instead, always use the stored Cholesky factor:
+chol_lower(a::Cholesky) = a.uplo === 'L' ? a.L : a.U'
+chol_upper(a::Cholesky) = a.uplo === 'U' ? a.U : a.L'
 
-# always use the stored cholesky factor, not a copy
-chol_lower(a::CholType) = a.uplo === 'L' ? a.L : a.U'
-chol_upper(a::CholType) = a.uplo === 'U' ? a.U : a.L'
+chol_lower(a::Matrix) = chol_lower(cholesky(a))
 
 if HAVE_CHOLMOD
     CholTypeSparse{T} = SuiteSparse.CHOLMOD.Factor{T}

src/deprecates.jl

@@ -9,3 +9,5 @@ using Base: @deprecate
 @deprecate add_scal(a::Matrix, b::AbstractPDMat, c::Real) pdadd(a, b, c)
 
 @deprecate full(x::AbstractPDMat) Matrix(x)
+
+@deprecate CholType Cholesky

src/pdmat.jl

@@ -4,12 +4,12 @@ Full positive definite matrix together with a Cholesky factorization object.
 struct PDMat{T<:Real,S<:AbstractMatrix} <: AbstractPDMat{T}
     dim::Int
     mat::S
-    chol::CholType{T,S}
+    chol::Cholesky{T,S}
 
-    PDMat{T,S}(d::Int,m::AbstractMatrix{T},c::CholType{T,S}) where {T,S} = new{T,S}(d,m,c)
+    PDMat{T,S}(d::Int,m::AbstractMatrix{T},c::Cholesky{T,S}) where {T,S} = new{T,S}(d,m,c)
 end
 
-function PDMat(mat::AbstractMatrix,chol::CholType{T,S}) where {T,S}
+function PDMat(mat::AbstractMatrix,chol::Cholesky{T,S}) where {T,S}
     d = size(mat, 1)
     size(chol, 1) == d ||
         throw(DimensionMismatch("Dimensions of mat and chol are inconsistent."))
@@ -18,7 +18,7 @@ end
 
 PDMat(mat::Matrix) = PDMat(mat, cholesky(mat))
 PDMat(mat::Symmetric) = PDMat(Matrix(mat))
-PDMat(fac::CholType) = PDMat(Matrix(fac), fac)
+PDMat(fac::Cholesky) = PDMat(Matrix(fac), fac)
 
 ### Conversion
 Base.convert(::Type{PDMat{T}},         a::PDMat) where {T<:Real} = PDMat(convert(AbstractArray{T}, a.mat))

test/chol.jl

@@ -0,0 +1,20 @@
+using LinearAlgebra, PDMats
+using PDMats: chol_lower
+
+@testset "chol_lower" begin
+    A = rand(100, 100)
+    C = A'A
+    size_of_one_copy = sizeof(C)
+    @assert size_of_one_copy > 100  # ensure the matrix is large enough that few-byte allocations don't matter
+
+    chol_lower(C)
+    @test (@allocated chol_lower(C)) < 1.05 * size_of_one_copy  # allow 5% overhead
+
+    for uplo in (:L, :U)
+        ch = cholesky(Symmetric(C, uplo))
+        chol_lower(ch)
+        @test (@allocated chol_lower(ch)) < 50  # allow small overhead for wrapper types
+        chol_upper(ch)
+        @test (@allocated chol_upper(ch)) < 50  # allow small overhead for wrapper types
+    @test 
+end

test/runtests.jl

@@ -1,5 +1,5 @@
 include("testutils.jl")
-tests = ["pdmtypes", "addition", "generics", "kron"]
+tests = ["pdmtypes", "addition", "generics", "kron", "chol"]
 println("Running tests ...")
 
 for t in tests