Matrix factorization bijectors about bijectors.jl HOT 4 OPEN

It probably makes sense for these bijectors to return a Factorization object but for their inverses to accept not only a Factorization but also an iterable of the factors. e.g. for unique QR, one needs to implement a new QR Factorization as well as an AbstractQ to enforce the sign convention. Since these might be of general interest, maybe it makes sense to make a UniqueFactorizations.jl package that only depends on LinearAlgebra, which could then be used in these bijectors.

from bijectors.jl.

Or does it make more sense to in an extension to a UniqueFactorizations.jl package, overload the Bijectors interface for functions like UniqueFactorizations.qr? Is there anything in Bijectors expecting all bijectors are a Bijectors.Bijector subtype?

from bijectors.jl.

@torfjelde @devmotion what do you think?

from bijectors.jl.

Is there anything in Bijectors expecting all bijectors are a Bijectors.Bijector subtype?

Not really:) It really only lets you have a default implementation for stuff like inverse (which returns the lazy Bijectors.Inverse bijector).

You probably don't even need an extension (unless you want to hook it up to Distributions.jl using stuff like bijector); implementation of ChangesOfVariables.with_logabsdet_jacobian and InverseFunctions.inverse is sufficient to make it possible to use it with Bijectors.jl (but, as mentioned, for hooking into Distributions.jl, an extension might be the way to go).

from bijectors.jl.