Ensure that the output of X_A_Xt
etc. is symmetric
#191
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The performance improvement in a97533d had an unforeseen side effect: It increases the probability that the output of the tri products (for
PDiagMat
matrices) is numerically not exactly symmetric. This causes downstream issues (e.g., in Distributions: JuliaStats/Distributions.jl#1789 (comment)) in further computations (such ascholesky
) that fail/error (more often) if the output is not symmetric.This PR wraps the output of
X_A_Xt
etc. in aSymmetric
to fix these issues. I also added tests.