Merge pull request #157 from baggepinnen/copy

copy input arrays that are mutated as state

Project.toml

@@ -1,7 +1,7 @@
 name = "LowLevelParticleFilters"
 uuid = "d9d29d28-c116-5dba-9239-57a5fe23875b"
 authors = ["baggepinnen <[email protected]>"]
-version = "3.9.0"
+version = "3.9.1"
 
 [deps]
 ControlSystemsBase = "aaaaaaaa-a6ca-5380-bf3e-84a91bcd477e"

src/kalman.jl

@@ -2,7 +2,7 @@ abstract type AbstractKalmanFilter <: AbstractFilter end
 
 function convert_cov_type(R1, R)
     if R isa SMatrix || R isa Matrix
-        return R
+        return copy(R)
     elseif R1 isa SMatrix && size(R) == size(R1)
         return SMatrix{size(R1,1),size(R1,2)}(R)
     elseif R1 isa Matrix
@@ -11,10 +11,9 @@ function convert_cov_type(R1, R)
         return Matrix(R)
     end
 end
-
 function convert_x0_type(μ)
     if μ isa Vector || μ isa SVector
-        return μ
+        return copy(μ)
     else
         return Vector(μ)
     end

src/utils.jl

@@ -144,7 +144,9 @@ struct SimpleMvNormal{M,S}
     Σ::S
 end
 
-SimpleMvNormal(Σ::AbstractMatrix) = SimpleMvNormal(@SVector(zeros(size(Σ,1))), Σ)
+SimpleMvNormal(Σ::Union{SMatrix, PDMats.PDMat{<:Any, <:SMatrix}, Diagonal{<:Any, <:SVector}}) = SimpleMvNormal(@SVector(zeros(size(Σ,1))), Σ)
+SimpleMvNormal(Σ::AbstractMatrix) = SimpleMvNormal(zeros(size(Σ,1)), Σ)
+
 
 # We define this new function extended_logpdf and overload that for Distributions.jl in the extension
 extended_logpdf(d::SimpleMvNormal, x) = mvnormal_c0(d) - PDMats.invquad(d.Σ, x .- d.μ)/2