I am writing code for a function that I wish to numerically optimize, and
many steps within the function evaluation involve matrix algebra operations
on large-ish matrices (e.g., thousands by thousands). Since I am trying to
do things the 'Julian' way, I figured it would make sense to construct a
composite type to hold the intermediate results that the function
calculates, and over-write a single instance of this type with each
function evaluation. However, one of these intermediate calculations is a
cholesky decomposition, and I haven't yet figured out how to include a
"Cholesky" in my composite type.
Why is the following code not allowed?
*julia> **type TC*
*c::Cholesky{Float64}*
*end*
*ERROR: Cholesky not defined*
As a side note, for this use case, should I be using immutable composite
types or mutable composite types? Is my intuition that over-writing a
single instance of a composite type will be more efficient than allocating
and garbage collecting all of the intermediate results over-and-over again?
Thanks in advance for your help, julia-users!
-Thom