rankUpdate! method for Diagonal + Dense #446
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The failure on nightly is a known upstream issue. |
Codecov Report
@@ Coverage Diff @@
## master #446 +/- ##
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+ Coverage 92.71% 92.74% +0.02%
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Files 23 23
Lines 1716 1722 +6
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+ Hits 1591 1597 +6
Misses 125 125
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dmbates
approved these changes
Dec 3, 2020
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I was trying to decide why the second model for the pastes data didn't pick up this case. It is because the 2,1 block is sparse in that case.
julia> m1 = fit(MixedModel, @formula(strength ~ 1 + (1|batch/cask)), pastes)
Linear mixed model fit by maximum likelihood
strength ~ 1 + (1 | batch) + (1 | batch & cask)
logLik -2 logLik AIC AICc BIC
-123.9972 247.9945 255.9945 256.7217 264.3718
Variance components:
Column Variance Std.Dev.
batch & cask (Intercept) 8.433617 2.904069
batch (Intercept) 1.199180 1.095071
Residual 0.678002 0.823409
Number of obs: 60; levels of grouping factors: 30, 10
Fixed-effects parameters:
─────────────────────────────────────────────────
Coef. Std. Error z Pr(>|z|)
─────────────────────────────────────────────────
(Intercept) 60.0533 0.642136 93.52 <1e-99
─────────────────────────────────────────────────
julia> BlockDescription(m1)
rows: batch & cask batch fixed
30: Diagonal
10: Sparse Diagonal
1: Dense Dense Dense
Thanks for addressing this so quickly.
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Ah, so this is then a really good method to have when we experiment with the |
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Add optimized rank update for Diagonal L with dense A.
Note that we "found" this optimization via a missing method for a complicated nested type in
LinearAlgebra.Closes #445.