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indentation...

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Max Zwiessele 2014-03-04 17:31:10 +00:00
parent 16555aa11d
commit 56d749ded8
1 changed files with 18 additions and 18 deletions
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36
GPy/util/linalg.py
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@ -78,24 +78,24 @@ def force_F_ordered(A):
# return jitchol(A+np.eye(A.shape[0])*jitter, maxtries-1)
def jitchol(A, maxtries=5):
A = np.ascontiguousarray(A)
L, info = lapack.dpotrf(A, lower=1)
if info == 0:
return L
else:
diagA = np.diag(A)
if np.any(diagA <= 0.):
raise linalg.LinAlgError, "not pd: non-positive diagonal elements"
jitter = diagA.mean() * 1e-6
while maxtries > 0 and np.isfinite(jitter):
print 'Warning: adding jitter of {:.10e}'.format(jitter)
try:
return linalg.cholesky(A + np.eye(A.shape[0]).T * jitter, lower=True)
except:
jitter *= 10
finally:
maxtries -= 1
raise linalg.LinAlgError, "not positive definite, even with jitter."
A = np.ascontiguousarray(A)
L, info = lapack.dpotrf(A, lower=1)
if info == 0:
return L
else:
diagA = np.diag(A)
if np.any(diagA <= 0.):
raise linalg.LinAlgError, "not pd: non-positive diagonal elements"
jitter = diagA.mean() * 1e-6
while maxtries > 0 and np.isfinite(jitter):
print 'Warning: adding jitter of {:.10e}'.format(jitter)
try:
return linalg.cholesky(A + np.eye(A.shape[0]).T * jitter, lower=True)
except:
jitter *= 10
finally:
maxtries -= 1
raise linalg.LinAlgError, "not positive definite, even with jitter."