Merge pull request #246 from SciML/cholmod

Add missing specialization for CHOLMOD

Author: ChrisRackauckas

src/factorization.jl

@@ -1,4 +1,5 @@
 _ldiv!(x, A, b) = ldiv!(x, A, b)
+
 function _ldiv!(x::Vector, A::Factorization, b::Vector)
     # workaround https://github.com/JuliaLang/julia/issues/43507
     copyto!(x, b)

src/factorization_sparse.jl

@@ -2,7 +2,8 @@
 # Missing ldiv! definitions: https://github.com/JuliaSparse/SparseArrays.jl/issues/242
 function _ldiv!(x::Vector,
                 A::Union{SparseArrays.QR, LinearAlgebra.QRCompactWY,
-                         SuiteSparse.SPQR.QRSparse}, b::Vector)
+                         SuiteSparse.SPQR.QRSparse,
+                         SuiteSparse.CHOLMOD.Factor}, b::Vector)
     x .= A \ b
 end
 

test/basictests.jl

@@ -210,6 +210,24 @@ end
         end
     end
 
+    @testset "CHOLMOD" begin
+        # Create a posdef symmetric matrix
+        A = sprand(100, 100, 0.01)
+        A = A + A' + 100 * I
+
+        # rhs
+        b = rand(100)
+
+        # Set the problem
+        prob = LinearProblem(A, b)
+        sol = solve(prob)
+
+        # Enforce symmetry to use Cholesky, since A is symmetric and posdef
+        prob2 = LinearProblem(Symmetric(A), b)
+        sol2 = solve(prob2)
+        @test abs(norm(A * sol2.u .- b) - norm(A * sol.u .- b)) < 1e-12
+    end
+
     @testset "Preconditioners" begin
         @testset "Vector Diagonal Preconditioner" begin
             s = rand(n)