scidom/DualNumbers.jl — pull request #11 by c42f (2014-06-06 12:15:37+00:00)
Title: WIP: Cholesky factorization of dual matrices

As discussed on the mailing list, here's some code implementing Cholesky factorization of dual matrices in a reasonably efficient manner.

The current implementation doesn't play nicely with the cholfact!() infrastructure, so some additional changes will be required. I can do some digging to figure that out, but suggestions are also very welcome. This is close to my first attempt at production quality julia code, so there could well be some strange things I've done in places.