From 365d069ae87fdcc14fd5d39873ef2f8609e86359 Mon Sep 17 00:00:00 2001 From: James Hensman Date: Sun, 2 Dec 2012 12:35:54 +0000 Subject: [PATCH] saved a little computation by exploiting the symmetry of a matrix --- GPy/models/sparse_GP_regression.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/GPy/models/sparse_GP_regression.py b/GPy/models/sparse_GP_regression.py index 4116cca2..3b1790a2 100644 --- a/GPy/models/sparse_GP_regression.py +++ b/GPy/models/sparse_GP_regression.py @@ -91,8 +91,7 @@ class sparse_GP_regression(GP_regression): # Computes dL_dKmm TODO: nicer precomputations self.dL_dKmm = -0.5 * self.beta * self.D * mdot(self.Lmi.T, self.A, self.Lmi) # dB - tmp = self.beta*mdot(self.LBL_inv, self.psi2, self.Kmmi) - self.dL_dKmm += -0.5 * self.D * (- self.LBL_inv - tmp - tmp.T + self.Kmmi) # dC #TODO: is tmp PD? save some computations here + self.dL_dKmm += -0.5 * self.D * (- self.LBL_inv - 2.*self.beta*mdot(self.LBL_inv, self.psi2, self.Kmmi) + self.Kmmi) # dC tmp = (mdot(self.LBL_inv, self.psi1YYpsi1, self.Kmmi) - self.beta*mdot(self.G, self.psi2, self.Kmmi)) self.dL_dKmm += -0.5*self.beta2*(tmp + tmp.T - self.G) # dE