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Applying matrix operations to Fit #32

@odunbar

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@odunbar

LinearAlgebra defines operations such as det() on Factorization types such as cholesky etc.
currently to calculate this, we need a tree such as

det(get_decomposition(get_feature_factors(fit::Fit)))

It would be nice to reduce this to det(fit::Fit) and returning sensible options such as

  • In the applicable factorizations, the usual determinant
  • In the pseudo inverse case, the det of the original matrix,
  • In the svd factorization perhaps the product of singular values (note, this gives only the abs(det(fit)) - presumable why it is not in the list of applicable factorizations by LinearAlgebra)
    etc.

PS: The determinant is so far the only operation I've needed but perhaps there might be other useful ones.

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