Merge pull request #218 from JuliaStats/dw/fix_kron

Fix `kron(::PDMat, ::PDMat)` on Julia 1.12

Author: andreasnoack

src/pdmat.jl

@@ -113,7 +113,11 @@ LinearAlgebra.det(a::PDMat) = det(a.chol)
 LinearAlgebra.logdet(a::PDMat) = logdet(a.chol)
 LinearAlgebra.eigmax(a::PDMat) = eigmax(Symmetric(a.mat))
 LinearAlgebra.eigmin(a::PDMat) = eigmin(Symmetric(a.mat))
-Base.kron(A::PDMat, B::PDMat) = PDMat(kron(A.mat, B.mat), Cholesky(kron(A.chol.U, B.chol.U), 'U', A.chol.info))
+function Base.kron(A::PDMat, B::PDMat)
+    M = kron(A.mat, B.mat)
+    C = Cholesky(UpperTriangular(kron(chol_upper(A.chol), chol_upper(B.chol))))
+    return PDMat(M, C)
+end
 LinearAlgebra.sqrt(A::PDMat) = PDMat(sqrt(Hermitian(A.mat)))
 
 ### (un)whitening

test/chol.jl

@@ -10,9 +10,11 @@ using PDMats: chol_lower, chol_upper
         size_of_one_copy = sizeof(C)
         @assert size_of_one_copy > d  # ensure the matrix is large enough that few-byte allocations don't matter
 
+        # allow 5% overhead
         @test chol_lower(C) ≈ chol_upper(C)'
-        @test (@allocated chol_lower(C)) < 1.05 * size_of_one_copy  # allow 5% overhead
-        @test (@allocated chol_upper(C)) < 1.05 * size_of_one_copy
+        broken = VERSION >= v"1.12.0-" && Sys.isapple()
+        @test (@allocated chol_lower(C)) < 1.05 * size_of_one_copy  broken = broken
+        @test (@allocated chol_upper(C)) < 1.05 * size_of_one_copy  broken = broken
 
         X = randn(d, 10)
         for uplo in (:L, :U)