Add MatrixAlgebraKit svd
#111
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## main #111 +/- ##
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- Coverage 75.07% 72.17% -2.90%
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Files 27 27
Lines 1063 1168 +105
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+ Hits 798 843 +45
- Misses 265 325 +60
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This PR replaces the previous
svdfunctionality withMatrixAlgebraKit.svd_compactandMatrixAlgebraKit.svd_full.The main idea is to have a
BlockDiagonalAlgorithmwrappertype to dispatch on, which flags that we will assume the inputAbstractBlockSparseMatrixis either blockdiagonal or can be permuted to that form.The main reason I chose this approach is that there really is no dedicated
BlockDiagonalfunctionality, and I wanted to implement the factorizations without having to first fix a bunch of utility functions for that specific type.There definitely is a bunch of bookkeeping involved with this, especially for the
fulldecomposition combined with the ability of empty rows and columns and rectangular inputs.I'd say the fishiest part of this PR is the added function for
GetUnstoredBlockwhenDiagonalmatrices are involved, but I feel like this is warranted since that is also howLinearAlgebra.jlhandles this.I'm curious to hear what you think about this, I'd suggest trying to figure this out first and getting this merged, and adding the truncation and the other factorizations in follow-up PRs.
The truncation should be somewhat orthogonal to this anyways, and the other factorizations should almost be copies of this one so getting this figured out first seems reasonable.
Also, I deleted the old
SVDimplementation since I don't think that is a durable approach in the long run.This does make it a breaking change, which in principle isn't entirely necessary.