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[linalg] fixed scipy 0.14 bugfix. sciy.linalg.lapack.dpotri was fixed to work right with lower=1, thus, the hack is gone now from GPy.util.linalg.dpotri, when using scipy 0.14 and higher

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This commit is contained in:
Max Zwiessele 2014-06-09 09:28:40 -07:00
parent 322d0d6d01
commit 1102fa3320
1 changed files with 17 additions and 6 deletions
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23
GPy/util/linalg.py
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@ -16,13 +16,17 @@ import warnings
import os
from config import *
if np.all(np.float64((scipy.__version__).split('.')[:2]) >= np.array([0, 12])):
_scipyversion = np.float64((scipy.__version__).split('.')[:2])
_fix_dpotri_scipy_bug = True
if np.all(_scipyversion >= np.array([0, 14])):
from scipy.linalg import lapack
_fix_dpotri_scipy_bug = False
elif np.all(_scipyversion >= np.array([0, 12])):
#import scipy.linalg.lapack.clapack as lapack
from scipy.linalg import lapack
else:
from scipy.linalg.lapack import flapack as lapack
if config.getboolean('anaconda', 'installed') and config.getboolean('anaconda', 'MKL'):
try:
anaconda_path = str(config.get('anaconda', 'location'))
@ -142,16 +146,23 @@ def dpotrs(A, B, lower=1):
def dpotri(A, lower=1):
"""
Wrapper for lapack dpotri function
DPOTRI - compute the inverse of a real symmetric positive
definite matrix A using the Cholesky factorization A =
U**T*U or A = L*L**T computed by DPOTRF
:param A: Matrix A
:param lower: is matrix lower (true) or upper (false)
:returns: A inverse
"""
assert lower==1, "scipy linalg behaviour is very weird. please use lower, fortran ordered arrays"
if _fix_dpotri_scipy_bug:
assert lower==1, "scipy linalg behaviour is very weird. please use lower, fortran ordered arrays"
lower = 0
A = force_F_ordered(A)
R, info = lapack.dpotri(A, lower=0) #needs to be zero here, seems to be a scipy bug
R, info = lapack.dpotri(A, lower=lower) #needs to be zero here, seems to be a scipy bug
symmetrify(R)
return R, info