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Add tuple-returning special functions #2931
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Looked over the code and looks good! Reviewing the tests now
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Few small comments
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One small comment but besides that lgtm!
Summary
This adds the following functions which return tuples. Each is already implemented piecewise, these versions just reduce computation:
qr_thin
eigendecompose_sym
eigendecompose
complex_schur_decompose
svd
csr_extract
Tests
Existing tests for the base functions were copied and applied to these tuple-returning variants.
Side Effects
Release notes
Added new functions
qr_thin
,eigendecompose_sym
,eigendecompose
,complex_schur_decompose
,svd
, andcsr_extract
.Each of these is equivalent to calling several existing functions, but should be more efficient due to sharing work. For example,
svd(m)
is equivalent to(svd_U(m), singular_values(m), svd_V(m))
.Checklist
Math issue: Closes Add tuple-returning versions of special functions #2845
Copyright holder: Simons Foundation
The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
- Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
- Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)
the basic tests are passing
./runTests.py test/unit
)make test-headers
)make test-math-dependencies
)make doxygen
)make cpplint
)the code is written in idiomatic C++ and changes are documented in the doxygen
the new changes are tested