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Ran 20 Oct 2017 03:13AM UTC

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Committed 20 Oct 2017 02:50AM UTC coverage: 74.0% (+0.04%) from 73.96%

Job # 1122.4

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Commit Message

mat: Add RawU method to the Cholesky decomposition to directly expose… (#273)

* mat: Add RawU method to the Cholesky decomposition to directly expose the storage matrix

This is returned as Triangular rather than TriDense for two reasons
1) In the future, we may be able to optimize Cholesky, for instance by storing the decomposition as a banded matrix if the factorized matrix was banded. Returning as Triangular allows this to be robust to future modifications of Cholesky.
2) Normally one wants to return concrete types to allow maximum flexibility is using them, for example avoiding interface assertions. However, the opposite is true here. The user should not modify the returned data, and by returning a Triangular rather than a TriDense, this forces tricky code in order to be able to modify the returned matrix.

Fixes #270.

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