factorize() on a dense matrix tests several properties to find an efficient factorization. If factorize is called on Symmetric or Hermitian types, it does not try cholesky(), but only considers bunchkaufman(): From the source function _factorize(A::HermOrSym{T}; check::Bool=true) where T TT = …

Factorize() on Symmetric types does not try cholesky()

jlperla October 23, 2019, 2:17am 6

It is for generic code and consistency. It is nice to be able to exploit the matrix structure without knowing the actual structure. With this one exception, factorize is such a beautiful setup and is the base of \ implementation.

Topic		Replies	Views
Cholesky factorization for slightly non-Hermitian matrices Numerics linearalgebra	18	4154	January 28, 2019
Explicit Inversion of a random matrix performs the same as Symmetric & SPD Performance question , linearalgebra	6	1077	October 25, 2018
Is this a bug with Cholesky? General Usage linearalgebra	6	4791	June 1, 2019
How to check if LU factorization failed? Numerics question , linearalgebra	29	5133	September 20, 2017
Logdet of a cholesky! factorized matrix trows a `DomainError` General Usage linearalgebra	3	463	October 5, 2020

Factorize() on Symmetric types does not try cholesky()

Related topics