Is it possible to have a field CholeskyPivoted and update it?

General Usage
1

My function performs cholesky decomposition on a matrix V many many times, so I want to create a field Vchol in my model struct m to avoid repeated allocation. So my type looks like

struct m{T <:Real}
    ...
    V::Matrix{T}
    Vchol::CholeskyPivoted{T}
    ...
end

Now, inside my function, if I do

function f(m:m{T})
    m.Vchol = cholesky(m.V)
end

then I would get the error immutable struct of type m cannot be changed. Sure.
So my question is, is there any workaround? Thank you.

2

Does switching from struct to mutable struct help?

3

You may be looking for something like

copy!(m.Vchol, m.V)
cholesky!(m.Vchol, Val(true))
1 Like
4

Won’t that result in repeated allocations?

5

For the permutated version, yes. Maybe a method could be added that deals with this.

An unpivoted cholesky! just wraps the matrix with some information though in a struct, so if that does not escape the caller then it could be allocation-free.