Function BackDifEq of VMatrix doesn't works fine.
Running this random check for Matrix and VMatrix BackDifEq instances returns different results being the second ones missing sometimes or very large numbers in other cases.
Real m = 300;
Real s1 = 5;
Real s2 = 26;
Real p1 = IntRand(1,2);
Real q1 = IntRand(0,2);
Real p2 = IntRand(1,1);
Real q2 = IntRand(0,1);
Polyn ar1 = RandStationary(p1,s1);
Polyn ar2 = RandStationary(p2,s2);
Polyn ma1 = RandStationary(q1,s1);
Polyn ma2 = RandStationary(q2,s2);
Polyn ar = ar1*ar2;
Polyn ma = ma1*ma2;
Real p = Degree(ar);
Real q = Degree(ma);
Real n = Max(p,q);
NameBlock CF1 = ARMAProcess::FastCholeskiCovFactor(ar1, ma1, m);
NameBlock CF2 = ARMAProcess::FastCholeskiCovFactor(ar2, ma2, m);
NameBlock CF = ARMAProcess::FastCholeskiCovFactor(ar, ma, m);
VMatrix A = Gaussian(m,1,0,1);
VMatrix Li_ar.f = CholeskiFactor(CF::_.Li_ar,"XXt",True);
VMatrix L_ma.s = Convert(CF::_.L_ma,"Cholmod.R.Sparse");
VMatrix X = CholeskiSolve(Li_ar.f,L_ma.s*A,"PtL");
VMatrix CF.X = CF::filter(X);
VMatrix cmp.CF = A | CF.X;
VMatrix CF12.X = CF2::filter(CF1::filter(X));
VMatrix A.n = Sub(CF12.X, m-n+1, 1, n, 1);
VMatrix A.q = Sub(CF12.X, m-n+1, 1, q, 1);
VMatrix X.p = Sub(X, m-n+1, 1, p, 1);
VMatrix X.m_n = Sub(X, 1, 1, m-n,1);
VMatrix A.m_n = BackDifEq(ar/ma,X.m_n,X.p,A.q);
VMatrix A.m_n_ = Mat2VMat(BackDifEq(ar/ma,VMat2Mat(X.m_n),VMat2Mat(X.p),VMat2Mat(A.q)));
Real error = VMatMax(Abs(A.m_n-A.m_n_));
Real quality = Max(0,1-error);
(In [1573]) Fixed #621