From b5a6a5501704eb9e42b007b46d5361541047eee2 Mon Sep 17 00:00:00 2001
From: willtebbutt <wt0881@my.bristol.ac.uk>
Date: Sun, 21 Jul 2019 13:15:31 -0400
Subject: [PATCH 1/3] Refactor invlink + link

---
 src/Bijectors.jl | 30 ++++++++++--------------------
 1 file changed, 10 insertions(+), 20 deletions(-)

diff --git a/src/Bijectors.jl b/src/Bijectors.jl
index 6d7c6f6e..79dd0445 100644
--- a/src/Bijectors.jl
+++ b/src/Bijectors.jl
@@ -323,36 +323,26 @@ end
 
 const PDMatDistribution = Union{InverseWishart, Wishart}
 
-function link(d::PDMatDistribution, X::AbstractMatrix{T}) where {T<:Real}
-    Y = cholesky(X).L
-    @inbounds @simd for m in 1:size(Y, 1)
-        Y[m, m] = log(Y[m, m])
-    end
-    return Matrix(Y)
+function link(d::PDMatDistribution, X::AbstractMatrix{<:Real})
+    Y = Matrix(cholesky(X).L)
+    Y[diagind(Y)] .= log.(view(Y, diagind(Y)))
+    return Y
 end
 
-function invlink(d::PDMatDistribution, Y::AbstractMatrix{T}) where {T<:Real}
-    X, dim = copy(Y), size(Y)
-    @inbounds @simd for m in 1:size(X, 1)
-        X[m, m] = exp(X[m, m])
-    end
-    Z = similar(X)
-    return mul!(Z, LowerTriangular(X), LowerTriangular(X)')
+function invlink(d::PDMatDistribution, Y::AbstractMatrix{<:Real})
+    X = copy(Y)
+    X[diagind(X)] .= exp.(view(X, diagind(X)))
+    return LowerTriangular(X) * LowerTriangular(X)'
 end
 
-function logpdf_with_trans(
-    d::PDMatDistribution, 
-    X::AbstractMatrix{<:Real}, 
-    transform::Bool
-)
-    T = eltype(X)
+function logpdf_with_trans(d::PDMatDistribution, X::AbstractMatrix{<:Real}, transform::Bool)
     lp = logpdf(d, X)
     if transform && isfinite(lp)
         U = cholesky(X).U
         @inbounds @simd for i in 1:dim(d)
             lp += (dim(d) - i + 2) * log(U[i, i])
         end
-        lp += dim(d) * log(T(2))
+        lp += dim(d) * log(eltype(X)(2))
     end
     return lp
 end

From 3224ee5a9a037079adea3cda77a4219465e8416d Mon Sep 17 00:00:00 2001
From: willtebbutt <wt0881@my.bristol.ac.uk>
Date: Sun, 21 Jul 2019 13:39:50 -0400
Subject: [PATCH 2/3] Tidy up logpdf_with_trans

---
 src/Bijectors.jl | 6 ++----
 1 file changed, 2 insertions(+), 4 deletions(-)

diff --git a/src/Bijectors.jl b/src/Bijectors.jl
index 79dd0445..7d2b1ad1 100644
--- a/src/Bijectors.jl
+++ b/src/Bijectors.jl
@@ -339,10 +339,8 @@ function logpdf_with_trans(d::PDMatDistribution, X::AbstractMatrix{<:Real}, tran
     lp = logpdf(d, X)
     if transform && isfinite(lp)
         U = cholesky(X).U
-        @inbounds @simd for i in 1:dim(d)
-            lp += (dim(d) - i + 2) * log(U[i, i])
-        end
-        lp += dim(d) * log(eltype(X)(2))
+        lp += sum(i->(dim(d) - i + 2) * log(U[i, i]), 1:dim(d))
+        lp += dim(d) * log(2)
     end
     return lp
 end

From 74ba08cf036cde5764ea63f60a28faa1c2b08832 Mon Sep 17 00:00:00 2001
From: willtebbutt <wt0881@my.bristol.ac.uk>
Date: Sun, 21 Jul 2019 14:00:30 -0400
Subject: [PATCH 3/3] Minor tweak

---
 src/Bijectors.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/src/Bijectors.jl b/src/Bijectors.jl
index 7d2b1ad1..d1d47e43 100644
--- a/src/Bijectors.jl
+++ b/src/Bijectors.jl
@@ -339,7 +339,7 @@ function logpdf_with_trans(d::PDMatDistribution, X::AbstractMatrix{<:Real}, tran
     lp = logpdf(d, X)
     if transform && isfinite(lp)
         U = cholesky(X).U
-        lp += sum(i->(dim(d) - i + 2) * log(U[i, i]), 1:dim(d))
+        lp += sum((dim(d) .- (1:dim(d)) .+ 2) .* log.(view(U, diagind(U))))
         lp += dim(d) * log(2)
     end
     return lp