[WIP] Converting *_ldlt_* functions to work with varmat#2239
Conversation
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@SteveBronder I told you I was working on the ldlt functions for the pull that is updating all the distributions to work with Now that I've gone through and had a look, let's keep the ldlt and multivariate distribution stuff separate from #2214. It's complicated enough and self-contained. I've gone through and changed them in a way that I think would work with Anyway, there's a branch for this now. |
Summary
This is a first attempt at converting all the ldlt functions to work with varmat (and also all the multivariate distribution functions that use the
*_ldlt_*functions)Side Effects
This is a backwards compatibility breaking change because I'm removing
LDLT_allocand changing howLDLT_factorworks, so it's a version bump afaik. @syclik @rok-cesnovar (just so a couple people know)Release notes
Update
*_ldlt_*functions to work withvar<mat>Checklist
Math issue Make functions with custom autodiff
var<mat>friendly #2101Copyright holder: Columbia University
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit)make test-headers)make test-math-dependencies)make doxygen)make cpplint)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested