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Added another einsum operation

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Alan Saul 2015-04-30 13:59:00 +01:00
parent 55b77064d4
commit 2dcfabf300
2 changed files with 18 additions and 0 deletions
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11
GPy/util/linalg.py
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@ -465,3 +465,14 @@ def ijk_jlk_to_il(A, B):
res = np.zeros((A.shape[0], B.shape[1]))
[np.add(np.dot(A[:,:,k], B[:,:,k]), res, res) for k in range(B.shape[-1])]
return res
def ijk_ljk_to_ilk(A, B):
"""
Faster version of einsum np.einsum('ijk,ljk->ilk', A, B)
I.e A.dot(B.T) for every dimension
"""
res = np.empty((A.shape[0], B.shape[0], A.shape[-1]))
[np.dot(A[:,:,i], B[:,:,i].T, res[i,:,:]) for i in range(A.shape[0])]
res = res.swapaxes(0,2)
return res