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Implement dot product #209

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Implement dot product #209

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6 changes: 6 additions & 0 deletions src/pdiagmat.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -203,3 +203,9 @@ function invquad(a::PDiagMat{<:Real,<:Vector}, x::Matrix)
return invquad!(Vector{T}(undef, size(x, 2)), a, x)
end

### dot product

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This has to be put behind a version check:

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# https://github.com/JuliaLang/julia/commit/2425ae760fb5151c5c7dd0554e87c5fc9e24de73
if VERSION >= v"1.4.0-DEV.92"

function LinearAlgebra.dot(x::AbstractVector, a::PDiagMat, y::AbstractVector)
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Should we restrict this to

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function LinearAlgebra.dot(x::AbstractVector, a::PDiagMat, y::AbstractVector)
function LinearAlgebra.dot(x::AbstractVector{<:Real}, a::PDiagMat, y::AbstractVector{<:Real})

?

dot(x, Diagonal(a.diag), y)
end

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end

6 changes: 6 additions & 0 deletions src/scalmat.jl
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Expand Up @@ -187,3 +187,9 @@ function Xt_invA_X(a::ScalMat, x::Matrix{<:Real})
@check_argdims LinearAlgebra.checksquare(a) == size(x, 1)
return Symmetric(_rdiv!(transpose(x) * x, a.value))
end

### dot product

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Same here:

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# https://github.com/JuliaLang/julia/commit/2425ae760fb5151c5c7dd0554e87c5fc9e24de73
if VERSION >= v"1.4.0-DEV.92"

function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector)
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We should check that the dimensions match:

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function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector)
function LinearAlgebra.dot(x::AbstractVector, a::ScalMat, y::AbstractVector)
@check_argdims LinearAlgebra.checksquare(a) == length(x) == length(y)

dot(x, UniformScaling(a.value), y)
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I guess even simpler would be

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dot(x, UniformScaling(a.value), y)
a.value * dot(x, y)

?

end
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end
end
end

10 changes: 10 additions & 0 deletions test/generics.jl
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Expand Up @@ -28,3 +28,13 @@ end
@test isposdef(PDMat([1.0 0.0; 0.0 1.0]))
@test isposdef(PDiagMat([1.0, 1.0]))
@test isposdef(ScalMat(2, 3.0))

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# https://github.com/JuliaLang/julia/commit/2425ae760fb5151c5c7dd0554e87c5fc9e24de73
if VERSION >= v"1.4.0-DEV.92"

@testset "dot products" begin
pm1 = PDiagMat([1., 2., 3.])
pm2 = ScalMat(3, 2.)
x = [13., 42., .7]
y = [0.5, .125, 20.24]

@test dot(x, pm1, y) ≈ dot(x, Matrix(pm1), y)
@test dot(x, pm2, y) ≈ dot(x, Matrix(pm2), y)
end
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end
end
end

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