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adding choleskies cythonized

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This commit is contained in:
James Hensman 2015-04-27 19:47:19 +01:00
parent c00f76d250
commit 25cebf790c
5 changed files with 6364 additions and 21 deletions
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5
GPy/kern/_src/coregionalize.py
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@ -6,6 +6,7 @@ import numpy as np
from ...core.parameterization import Param
from ...core.parameterization.transformations import Logexp
from ...util.config import config # for assesing whether to use weave
import coregionalize_cython
try:
from scipy import weave
@ -169,9 +170,9 @@ class Coregionalize(Kern):
dL_dK_small[j,i] = tmp1[:,index2==j].sum()
return dL_dK_small
def gradient_reduce_cython(self, dL_dK, index, index2):
def _gradient_reduce_cython(self, dL_dK, index, index2):
index, index2 = index[:,0], index2[:,0]
return coregionalize_cython.gradient_reduce(self.output_dim, dL_dK, index, index2
return coregionalize_cython.gradient_reduce(self.B.shape[0], dL_dK, index, index2)
def update_gradients_diag(self, dL_dKdiag, X):