Merge pull request #237 from JuliaDiff/ox/triangle

Support Tridiagonal in to_vec

Project.toml

@@ -1,6 +1,6 @@
 name = "FiniteDifferences"
 uuid = "26cc04aa-876d-5657-8c51-4c34ba976000"
-version = "0.12.31"
+version = "0.12.32"
 
 [deps]
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"

src/to_vec.jl

@@ -111,14 +111,26 @@ function to_vec(x::T) where {T<:LinearAlgebra.HermOrSym}
     return x_vec, HermOrSym_from_vec
 end
 
-function to_vec(X::Diagonal)
-    x_vec, back = to_vec(Matrix(X))
+function to_vec(x::Diagonal)
+    x_vec, back = to_vec(Matrix(x))
     function Diagonal_from_vec(x_vec)
         return Diagonal(back(x_vec))
     end
     return x_vec, Diagonal_from_vec
 end
 
+function to_vec(x::Tridiagonal)
+    x_vec, back = to_vec((x.dl, x.d, x.du))
+    # Other field (du2) of a Tridiagonal is not part of its value and is really a kind of cache
+    function Tridiagonal_from_vec(x_vec)
+        return Tridiagonal(back(x_vec)...)
+    end
+    return x_vec, Tridiagonal_from_vec
+end
+
+
+
+
 function to_vec(X::Transpose)
     x_vec, back = to_vec(Matrix(X))
     function Transpose_from_vec(x_vec)

test/to_vec.jl

@@ -88,6 +88,8 @@ end
         test_to_vec(reshape([1.0, randn(T, 5, 4, 3), randn(T, 4, 3), 2.0], 2, 2); check_inferred=false)
         test_to_vec(UpperTriangular(randn(T, 13, 13)))
         test_to_vec(Diagonal(randn(T, 7)))
+        test_to_vec(Tridiagonal(randn(T, 3), randn(T, 4), randn(T, 3)))
+
         test_to_vec(DummyType(randn(T, 2, 9)))
         test_to_vec(SVector{2, T}(1.0, 2.0); check_inferred=false)
         test_to_vec(SMatrix{2, 2, T}(1.0, 2.0, 3.0, 4.0); check_inferred=false)