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Handle Symmetric/Hermitian in PDSparseMat#230

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Handle Symmetric/Hermitian in PDSparseMat#230
timholy wants to merge 2 commits into
JuliaStats:masterfrom
timholy:teh/symsparse

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@timholy

@timholy timholy commented Dec 23, 2025

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Packages like NLPModels return Hessians as Symmetric(L, :L) where L
is a sparse lower-triangular matrix. Previously, PDSparseMat only
supported SparseMatrixCSC directly.

This also:

  • Acknowledges that CholTypeSparse is now an abstract type and adds
    its concrete type as a parameter to PDSparseMat.
  • Adds a "coercion cascade" PDSparseMat{T}(args...) -> PDSparseMat{T, S}(args...) -> PDSparseMat{T, S, C}(args...) to force type conversion. This is sometimes needed when one object of a different
    type needs to be converted into some standard type in generic code.
  • Moves size checks into the inner constructor, so that it is impossible
    to create an invalid PDSparseMat.

I expect this to pass tests on 1.10 but fail on 1.12 due to JuliaSparse/SparseArrays.jl#662 (UPDATE: fix already merged, queued for backporting). Before going further, it makes some sense to take a step back and acknowledge other caveats:

Packages like NLPModels return Hessians as `Symmetric(L, :L)` where `L`
is a sparse lower-triangular matrix. Previously, `PDSparseMat` only
supported `SparseMatrixCSC` directly.

This also:
- Acknowledges that `CholTypeSparse` is now an abstract type and adds
  its concrete type as a parameter to `PDSparseMat`.
- Adds a "coercion cascade" `PDSparseMat{T}(args...)` -> `PDSparseMat{T,
  S}(args...)` -> `PDSparseMat{T, S, C}(args...)` to reduce code
  duplication. This is sometimes needed when one object of a different
  type needs to be converted into some standard type in generic code.
- Moves size checks into the inner constructor, so that it is impossible
  to create an invalid `PDSparseMat`.
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codecov-commenter commented Dec 23, 2025

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Codecov Report

❌ Patch coverage is 94.44444% with 1 line in your changes missing coverage. Please review.
✅ Project coverage is 92.60%. Comparing base (61c65b1) to head (a9f3916).
⚠️ Report is 6 commits behind head on master.

Files with missing lines Patch % Lines
src/pdsparsemat.jl 94.11% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #230      +/-   ##
==========================================
- Coverage   93.37%   92.60%   -0.78%     
==========================================
  Files          11       11              
  Lines         800      811      +11     
==========================================
+ Hits          747      751       +4     
- Misses         53       60       +7     

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2 participants