Slight fenrir speed improvement

nathanaelbosch · Feb 7, 2024 · d9e01b5 · d9e01b5
1 parent 0f5907f
commit d9e01b5
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Showing 2 changed files with 7 additions and 1 deletion.
diff --git a/src/data_likelihoods/fenrir.jl b/src/data_likelihoods/fenrir.jl
@@ -145,7 +145,8 @@ function measure_and_update!(x, u, H, R::PSDMatrix, cache)
     _matmul!(z, H, x.μ)
     z .-= u
     fast_X_A_Xt!(S, x.Σ, H)
-    _S = PSDMatrix(qr([S.R; R.R]).R)
+    # _S = PSDMatrix(S.R'S.R + R.R'R.R)
+    _S = PSDMatrix(triangularize!([S.R; R.R], cachemat=cache.C_DxD))
     msmnt = Gaussian(z, _S)
 
     return update!(x, copy!(cache.x_tmp, x), msmnt, H; R=R, cache)

diff --git a/src/fast_linalg.jl b/src/fast_linalg.jl
@@ -48,6 +48,11 @@ _matmul!(
     A::Diagonal{T},
     B::Diagonal{T},
 ) where {T<:LinearAlgebra.BlasFloat} = @.. C = A * B
+_matmul!(
+    C::AbstractMatrix{T},
+    A::LowerTriangular{T},
+    B::UpperTriangular{T},
+) where {T<:LinearAlgebra.BlasFloat} = mul!(C, A, B)
 
 """
     getupperright!(A)