PDMat: convert Matrix type to the same Cholesky type #117
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Could you please add the example as a test? Then I think this one should be good to go. |
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@andreasnoack Good idea—I've since added this example in |
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This addresses #98 where the original Matrix type (e.g.,
Matrix{Int}) can differ from the type returned byCholesky(e.g.,Matrix{Float64}). Therefore, we simply convert the Matrix type to the same paremetric types already converted byCholesky.Previously, this failed:
This also addresses JuliaStats/Distributions.jl#1004 (where my original problem started).