added initialization

GPy/util/initialization.py

@@ -0,0 +1,17 @@
+'''
+Created on 24 Feb 2014
+
+@author: maxz
+'''
+
+import numpy as np
+from linalg import PCA
+
+def initialize_latent(init, input_dim, Y):
+    Xr = np.random.randn(Y.shape[0], input_dim)
+    if init == 'PCA':
+        PC = PCA(Y, input_dim)[0]
+        Xr[:PC.shape[0], :PC.shape[1]] = PC
+    else:
+        pass
+    return Xr