More robust digonal constant check#2173
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I also upgraded the performance for checking diagonality. The cheapest thing me and mr. bot could come up with is to check if the number of nonzero entries in the matrix is equal to the number on the diagonal. If this is true, the matrix must be diagonal. This avoids allocation of a mask matrix, and seems to be a highly optimized numpy function (~2x speedup vs |
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pymc-extras surfaced a small bug in _diagonal_from_constant, which used multiplication by a masking matrix to check for non-zero off-diagonal values. This raises a warning when there are non-finite values (inf/nan) in the matrix being checked. Use indexing instead to avoid the warnings.