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added cython code for lengthscale gradients

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This commit is contained in:
James Hensman 2015-04-27 15:39:23 +01:00
parent b36a845821
commit 2e8ce34ee0
5 changed files with 369 additions and 39 deletions
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14
GPy/kern/_src/stationary_cython.pyx
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@ -7,6 +7,9 @@ ctypedef np.float64_t DTYPE_t
cdef extern from "stationary_utils.h":
void _grad_X "_grad_X" (int N, int D, int M, double* X, double* X2, double* tmp, double* grad)
cdef extern from "stationary_utils.h":
void _lengthscale_grads "_lengthscale_grads" (int N, int M, int Q, double* tmp, double* X, double* X2, double* grad)
def grad_X(int N, int D, int M,
np.ndarray[DTYPE_t, ndim=2] _X,
@ -18,3 +21,14 @@ def grad_X(int N, int D, int M,
cdef double *tmp = <double*> _tmp.data
cdef double *grad = <double*> _grad.data
_grad_X(N, D, M, X, X2, tmp, grad) # return nothing, work in place.
def lengthscale_grads(int N, int M, int Q,
np.ndarray[DTYPE_t, ndim=2] _tmp,
np.ndarray[DTYPE_t, ndim=2] _X,
np.ndarray[DTYPE_t, ndim=2] _X2,
np.ndarray[DTYPE_t, ndim=1] _grad):
cdef double *tmp = <double*> _tmp.data
cdef double *X = <double*> _X.data
cdef double *X2 = <double*> _X2.data
cdef double *grad = <double*> _grad.data
_lengthscale_grads(N, M, Q, tmp, X, X2, grad) # return nothing, work in place.