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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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21
GPy/kern/_src/stationary_utils.c
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@ -13,8 +13,23 @@ for(d=0;d<D;d++){
}
} //grad_X
//#weave_options = {'headers' : ['<omp.h>'],
//'extra_compile_args': ['-fopenmp -O3'], # -march=native'],
//'extra_link_args' : ['-lgomp']}
void _lengthscale_grads(int N, int M, int Q, double* tmp, double* X, double* X2, double* grad){
int n,m,q;
double gradq, dist;
#pragma omp parallel for private(n,m, gradq, dist)
for(q=0; q<Q; q++){
gradq = 0;
for(n=0; n<N; n++){
for(m=0; m<M; m++){
dist = X[n*Q+q]-X2[m*Q+q];
gradq += tmp[n*M+m]*dist*dist;
}
}
grad[q] = gradq;
}
} //lengthscale_grads