apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-03 16:52:39 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

REVERT a53690ab7f, flapack back substitued in

Browse source
This commit is contained in:
Max Zwiessele 2013-05-31 12:09:11 +01:00
parent 43c2f8af87
commit 4eebf99bfb
15 changed files with 96 additions and 101 deletions
Download patch file Download diff file Expand all files Collapse all files

16
GPy/util/linalg.py
View file

@ -63,7 +63,7 @@ def _mdot_r(a,b):
def jitchol(A,maxtries=5):
A = np.asfortranarray(A)
L, info = linalg.lapack.dpotrf(A, lower=1)
L,info = linalg.lapack.flapack.dpotrf(A,lower=1)
if info ==0:
return L
else:
@ -124,7 +124,7 @@ def pdinv(A, *args):
L = jitchol(A, *args)
logdet = 2.*np.sum(np.log(np.diag(L)))
Li = chol_inv(L)
Ai, _ = linalg.lapack.dpotri(L)
Ai, _ = linalg.lapack.flapack.dpotri(L)
#Ai = np.tril(Ai) + np.tril(Ai,-1).T
symmetrify(Ai)
@ -140,7 +140,7 @@ def chol_inv(L):
"""
return linalg.lapack.dtrtri(L, lower=True)[0]
return linalg.lapack.flapack.dtrtri(L, lower = True)[0]
def multiple_pdinv(A):
@ -157,7 +157,7 @@ def multiple_pdinv(A):
N = A.shape[-1]
chols = [jitchol(A[:,:,i]) for i in range(N)]
halflogdets = [np.sum(np.log(np.diag(L[0]))) for L in chols]
invs = [linalg.lapack.dpotri(L[0], True)[0] for L in chols]
invs = [linalg.lapack.flapack.dpotri(L[0],True)[0] for L in chols]
invs = [np.triu(I)+np.triu(I,1).T for I in invs]
return np.dstack(invs),np.array(halflogdets)
@ -358,9 +358,9 @@ def cholupdate(L,x):
def backsub_both_sides(L, X,transpose='left'):
""" Return L^-T * X * L^-1, assumuing X is symmetrical and L is lower cholesky"""
if transpose=='left':
tmp, _ = linalg.lapack.dtrtrs(L, np.asfortranarray(X), lower=1, trans=1)
return linalg.lapack.dtrtrs(L, np.asfortranarray(tmp.T), lower=1, trans=1)[0].T
tmp, _ = linalg.lapack.flapack.dtrtrs(L, np.asfortranarray(X), lower=1, trans=1)
return linalg.lapack.flapack.dtrtrs(L, np.asfortranarray(tmp.T), lower=1, trans=1)[0].T
else:
tmp, _ = linalg.lapack.dtrtrs(L, np.asfortranarray(X), lower=1, trans=0)
return linalg.lapack.dtrtrs(L, np.asfortranarray(tmp.T), lower=1, trans=0)[0].T
tmp, _ = linalg.lapack.flapack.dtrtrs(L, np.asfortranarray(X), lower=1, trans=0)
return linalg.lapack.flapack.dtrtrs(L, np.asfortranarray(tmp.T), lower=1, trans=0)[0].T