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Explanation added to DSYR

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Ricardo 2013-05-15 16:25:40 +01:00
parent 4e827e913d
commit 2052463ba7
1 changed files with 10 additions and 0 deletions
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10
GPy/util/linalg.py
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@ -237,6 +237,16 @@ def tdot(*args, **kwargs):
return tdot_numpy(*args,**kwargs) return tdot_numpy(*args,**kwargs)
def DSYR(A,x,alpha=1.): 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]) N = c_int(A.shape[0])
LDA = c_int(A.shape[0]) LDA = c_int(A.shape[0])
UPLO = c_char('l') UPLO = c_char('l')