Eliminate allocations in relative entropy cone

[araujoms]

As far as I can tell this removes all unnecessary allocations, except the one cause by the following line in eig_dot_kron!

Hypatia.jl/src/Cones/arrayutilities.jl

Line 385 in 96746e6

V_views = [view(V, :, i) for i in 1:size(inner, 1)]

and the corresponding line in d2zdV2!. I assume you're doing this for a reason, so I left it alone.

[chriscoey]

Nice. Out of curiosity have you noticed any change in solve times from this? I wouldn't expect a big difference, but it still seems worthwhile.

[araujoms]

Not really. I did some benchmarking, and it did seem to improve a little bit, but it could be just noise.

I went through it because sometimes allocations indicate a performance-killing problem. Now I'm sure there's no problem 🙃

[chriscoey]

yeah for a case like this, the cost of some allocations is typically dominated by other computational costs. but this PR isn't adding a lot of opaque code or anything, so I'm happy for it to be merged. I guess if the user's machine is a bit memory constrained maybe it can help more.

[chriscoey]

I'll give @lkapelevich a chance to chime in. Then she or I can merge it in.

[araujoms]

I've removed the mysterious vector of views, and the allocations are gone, with a very slight improvement in performance.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 96.67%. Comparing base (96746e6) to head (614adfd).

❗ Current head 614adfd differs from pull request most recent head d323dfe. Consider uploading reports for the commit d323dfe to get more accurate results

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #841      +/-   ##
==========================================
+ Coverage   91.61%   96.67%   +5.05%     
==========================================
  Files          55       56       +1     
  Lines        8590     9081     +491     
==========================================
+ Hits         7870     8779     +909     
+ Misses        720      302     -418     

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[chriscoey]

Ok thanks I'll merge if it's ready

[araujoms]

From my side it's ready.