diff --git a/GPy/util/linalg.py b/GPy/util/linalg.py index 2f4c4115..fa7de8c1 100644 --- a/GPy/util/linalg.py +++ b/GPy/util/linalg.py @@ -237,6 +237,16 @@ def tdot(*args, **kwargs): return tdot_numpy(*args,**kwargs) def DSYR(A,x,alpha=1.): + """ + Performs a symmetric rank-1 update operation: + A <- A + alpha * np.dot(x,x.T) + + Arguments + --------- + :param A: Symmetric NxN np.array + :param x: Nx1 np.array + :param alpha: scalar + """ N = c_int(A.shape[0]) LDA = c_int(A.shape[0]) UPLO = c_char('l')