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James Hensman 2013-04-16 11:09:33 +01:00
parent 403dc42462
commit 445e6c1d30
1 changed files with 2 additions and 2 deletions
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GPy/models/sparse_GP.py
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@ -144,10 +144,10 @@ class sparse_GP(GP):
# Compute dL_dKmm
#self.dL_dKmm_old = -0.5 * self.D * mdot(self.Lmi.T, self.A, self.Lmi)*sf2 # dB
tmp = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.A),lower=1,trans=1)[0]
self.dL_dKmm = -0.5*self.D*sf2*linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1,trans=1)[0]
#self.dL_dKmm += -0.5 * self.D * (- self.C/sf2 - 2.*mdot(self.C, self.psi2_beta_scaled, self.Kmmi) + self.Kmmi) # dC
#self.dL_dKmm += np.dot(np.dot(self.E*sf2, self.psi2_beta_scaled) - self.Cpsi1VVpsi1, self.Kmmi) + 0.5*self.E # dD
tmp = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.A),lower=1,trans=1)[0]
self.dL_dKmm = -0.5*self.D*sf2*linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1,trans=1)[0] #dA
self.dL_dKmm += 0.5*(self.D*(self.C/sf2 -self.Kmmi) + self.E) + np.dot(np.dot(self.D*self.C + self.E*sf2,self.psi2_beta_scaled) - self.Cpsi1VVpsi1,self.Kmmi) # d(C+D)
#the partial derivative vector for the likelihood