diff --git a/GPy/util/linalg.py b/GPy/util/linalg.py index f2b372be..4745c4aa 100644 --- a/GPy/util/linalg.py +++ b/GPy/util/linalg.py @@ -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."