From 55a9c5a423f738a03d9b37793755b0abe417d9a7 Mon Sep 17 00:00:00 2001 From: mu Date: Mon, 17 Feb 2014 09:18:35 +0000 Subject: [PATCH] xt --- GPy/models/state_space_xt_sep.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/GPy/models/state_space_xt_sep.py b/GPy/models/state_space_xt_sep.py index 622a513e..b25e3235 100644 --- a/GPy/models/state_space_xt_sep.py +++ b/GPy/models/state_space_xt_sep.py @@ -463,10 +463,10 @@ class StateSpace_1(Model): v = Y[:,k][None].T-H.dot(m) S = H.dot(P).dot(H.T) + R*np.eye(Y.shape[0]) #Should be LL, isupper = ... - LL = linalg.cho_factor(S) - K = linalg.cho_solve(LL, H.dot(P)).T -# LL, isupper = linalg.cho_factor(H.dot(P).dot(H.T) + R*np.eye(Y.shape[1])) -# K = linalg.cho_solve((LL, isupper), H.dot(P)).T + #LL = linalg.cho_factor(S) + #K = linalg.cho_solve(LL, H.dot(P)).T + LL, isupper = linalg.cho_factor(H.dot(P).dot(H.T) + R*np.eye(Y.shape[1])) + K = linalg.cho_solve((LL, isupper), H.dot(P)).T lik -= np.sum(np.log(np.diag(LL))) lik -= 0.5*v.shape[0]*np.log(2*np.pi) lik -= 0.5*linalg.cho_solve((LL, isupper),v).T.dot(v)[0,0]