diff --git a/GPy/util/linalg.py b/GPy/util/linalg.py index 04b341f3..0c4cdc50 100644 --- a/GPy/util/linalg.py +++ b/GPy/util/linalg.py @@ -489,34 +489,35 @@ def symmetrify_numpy(A, upper=False): else: A[triu] = A.T[triu] -def cholupdate(L, x): - """ - update the LOWER cholesky factor of a pd matrix IN PLACE - - if L is the lower chol. of K, then this function computes L\_ - where L\_ is the lower chol of K + x*x^T - - """ - support_code = """ - #include - """ - code = """ - double r,c,s; - int j,i; - for(j=0; j +# """ +# code = """ +# double r,c,s; +# int j,i; +# for(j=0; j