Ensure that Matrix constructor returns a Matrix for a PDMat (#196)

* Ensure that `Matrix` constructor returns a `Matrix` for a `PDMat`

* Add test for `Matrix` constructor

* Check type of `Matrix` for static pd matrices

src/pdmat.jl

@@ -42,7 +42,7 @@ Base.convert(::Type{AbstractPDMat{T}}, a::PDMat) where {T<:Real} = convert(PDMat
 ### Basics
 
 Base.size(a::PDMat) = (a.dim, a.dim)
-Base.Matrix(a::PDMat) = copy(a.mat)
+Base.Matrix(a::PDMat) = Matrix(a.mat)
 LinearAlgebra.diag(a::PDMat) = diag(a.mat)
 LinearAlgebra.cholesky(a::PDMat) = a.chol
 

test/specialarrays.jl

@@ -28,6 +28,8 @@ using StaticArrays
         Y = @SMatrix rand(4, 10)
 
         for A in (PDS, D, E, C)
+            @test Matrix(A) isa Matrix
+
             if !(A isa Cholesky)
                 # `*(::Cholesky, ::SArray)` is not defined
                 @test A * x isa SVector{4, Float64}

test/testutils.jl

@@ -98,6 +98,11 @@ function pdtest_basics(C, Cmat::Matrix, d::Int, verbose::Int)
     if C isa AbstractPDMat
         @test M === C
     end
+
+    _pdt(verbose, "Matrix")
+    M = Matrix(C)
+    @test M isa Matrix
+    @test M == Cmat
 end