Handle Symmetric/Hermitian in PDSparseMat #230
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Packages like NLPModels return Hessians as
Symmetric(L, :L)whereLis a sparse lower-triangular matrix. Previously,
PDSparseMatonlysupported
SparseMatrixCSCdirectly.This also:
CholTypeSparseis now an abstract type and addsits concrete type as a parameter to
PDSparseMat.PDSparseMat{T}(args...)->PDSparseMat{T, S}(args...)->PDSparseMat{T, S, C}(args...)to force type conversion. This is sometimes needed when one object of a differenttype needs to be converted into some standard type in generic code.
to create an invalid
PDSparseMat.I expect this to pass tests on 1.10 but fail on 1.12 due to JuliaSparse/SparseArrays.jl#662 (UPDATE: fix already merged, queued for backporting). Before going further, it makes some sense to take a step back and acknowledge other caveats:
UnionSparseMatrixCSCfrom the one that was supplied.PDMatandPDSparseMat+ move SparseArrays support to an extension #188 might be a better way forward