[Breaking] Make inverting a PDSparseMat throw an error #119
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Alter the inv() method for PDSparseMat to fall through to the inv() method of its underlying matrix. If that is a SparseMatrixCSC, an error will be thrown asking the user to convert to a dense matrix first (the default behavior in LinearAlgebra). This would address #87.
I considered writing a more
PDMats
-specific error message (e.g. "ERROR: The inverse of a sparse matrix can often be dense and can cause the computer to run out of memory. If you are sure you have enough memory, please convert your matrix to a dense matrix, for instance usinginv(PDMat(Matrix(J)))
". However, making the method fall through to whatever is defined for the underlying matrix type allows for the possibility someone will one day write a sparse matrix type that does have a sparse inverse. In that case, inverting aPDSparseMat
wrapping such a matrix will "just work."