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Ensure that the output of X_A_Xt etc. is symmetric #191

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Oct 17, 2023
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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 as cholesky) that fail/error (more often) if the output is not symmetric.

This PR wraps the output of X_A_Xt etc. in a Symmetric to fix these issues. I also added tests.

@devmotion devmotion merged commit 283d865 into master Oct 17, 2023
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@devmotion devmotion deleted the dw/symmetric branch October 17, 2023 08:45
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