WIP: Remove *(Diagonal, Woodbury) (#19)

* Remove diagonal *

* Bump version. Bump PDMats

* Add constructor test. Clear whitespace

* Delete irrelevant tests

Author: AlexRobson

Project.toml

@@ -1,7 +1,7 @@
 name = "PDMatsExtras"
 uuid = "2c7acb1b-7338-470f-b38f-951d2bcb9193"
 authors = ["Invenia Technical Computing"]
-version = "2.5.0"
+version = "2.5.1"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
@@ -14,7 +14,7 @@ SuiteSparse = "4607b0f0-06f3-5cda-b6b1-a6196a1729e9"
 ChainRulesCore = "0.9.17, 0.10"
 Distributions = "0.23, 0.24"
 FiniteDifferences = "0.11, 0.12"
-PDMats = "0.9, 0.10"
+PDMats = "0.9, 0.10, 0.11"
 Zygote = "0.5.5"
 julia = "1"
 

src/woodbury_pd_mat.jl

@@ -38,6 +38,8 @@ function WoodburyPDMat(
     return WoodburyPDMat(A, Diagonal(D), Diagonal(S))
 end
 
+WoodburyPDMat{T, TA, TD, TS}(vals...) where {T, TA, TD, TS} = WoodburyPDMat(vals...)
+
 PDMats.dim(W::WoodburyPDMat) = size(W.A, 1)
 
 # Convesion method. Primarily useful for testing purposes.
@@ -88,14 +90,4 @@ end
 # NOTE: the parameterisation to scale up the Woodbury matrix is not unique. Here we
 # implement one way to scale it.
 *(a::WoodburyPDMat, c::Real) = WoodburyPDMat(a.A, a.D * c, a.S * c)
-*(c::Real, a::WoodburyPDMat) = a * c
-function *(a::WoodburyPDMat, c::Diagonal{T}) where {T<:Real}
-    isposdef(c) || throw(ArgumentError("c must be positive definite"))
-    WoodburyPDMat(sqrt(c) * a.A, a.D, a.S * c)
-end
-*(c::Diagonal{T}, a::WoodburyPDMat) where {T<:Real} = a * c
-function *(c1::Diagonal{T}, a::WoodburyPDMat, c2::Diagonal{T}) where {T<:Real}
-    isposdef(c1) || throw(ArgumentError("c1 must be positive definite"))
-    isposdef(c2) || throw(ArgumentError("c2 must be positive definite"))
-    WoodburyPDMat(sqrt(c1) * sqrt(c2) * a.A, a.D, c1 * a.S * c2)
-end
+*(c::Real, a::WoodburyPDMat) = a * c

test/woodbury_pd_mat.jl

@@ -7,6 +7,10 @@
     W = WoodburyPDMat(A, D, S)
     W_dense = PDMat(Symmetric(Matrix(W)))
 
+    @testset "Valid constructors" begin
+        @test W == typeof(W)(W.A, W.D, W.S)
+    end
+
     @testset "invalid constructors error" begin
         @test_throws ArgumentError WoodburyPDMat(randn(5, 2), D, S)
         @test_throws ArgumentError WoodburyPDMat(randn(4, 3), D, S)
@@ -44,24 +48,6 @@
         @test c * W == W * c
         @test c * W_dense ≈ c * W atol=1e-6
         @test (c * W) isa WoodburyPDMat
-
-        c = Diagonal(2.0 * ones(4,))
-        @test c * W == W * c
-        @test c * W_dense ≈ c * W atol=1e-6
-        @test (c * W) isa WoodburyPDMat
-
-        c1 = Diagonal(2.0 * ones(4,))
-        c2 = Diagonal(3.0 * ones(4,))
-        c_neg = Diagonal([1,2,-2,3])
-
-        @test c2 * W * c1 == c1 * W * c2
-        @test c1 * W * c2 ≈ c1 * W_dense * c2
-        @test (c1 * W * c2) isa WoodburyPDMat
-
-        @test_throws(ArgumentError, c_neg * W)
-        @test_throws(ArgumentError, c_neg * W * c2)
-        @test_throws(ArgumentError, c1 * W * c_neg)
-
     end
 
     @testset "MvNormal logpdf" begin