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some cython improvments for stationary kerns

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James Hensman 2015-05-19 16:54:02 +01:00
parent 601efa7525
commit 406b8de9a2
2 changed files with 14475 additions and 322 deletions
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14772
GPy/kern/_src/stationary_cython.c
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25
GPy/kern/_src/stationary_cython.pyx
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@ -1,7 +1,9 @@
#cython: boundscheck=False
#cython: nonecheck=False
#cython: wraparound=False
import numpy as np
cimport numpy as np
from cython.parallel import prange
ctypedef np.float64_t DTYPE_t
@ -22,7 +24,18 @@ def grad_X(int N, int D, int M,
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,
def grad_X_cython(int N, int D, int M, double[:,:] X, double[:,:] X2, double[:,:] tmp, double[:,:] grad):
cdef int n,d,nd,m
for nd in prange(N*D, nogil=True):
n = nd/D
d = nd%D
grad[n,d] = 0.0
for m in range(M):
grad[n,d] += tmp[n,m]*(X[n,d]-X2[m,d])
def lengthscale_grads_in_c(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,
@ -33,4 +46,14 @@ def lengthscale_grads(int N, int M, int Q,
cdef double *grad = <double*> _grad.data
_lengthscale_grads(N, M, Q, tmp, X, X2, grad) # return nothing, work in place.
def lengthscale_grads(int N, int M, int Q, double[:,:] tmp, double[:,:] X, double[:,:] X2, double[:] grad):
cdef int q, n, m
cdef double gradq, dist
for q in range(Q):
grad[q] = 0.0
for n in range(N):
for m in range(M):
dist = X[n,q] - X2[m,q]
grad[q] += tmp[n,m]*dist*dist