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some eidts to choleskies.pyx

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This commit is contained in:
James Hensman 2015-04-27 20:53:36 +01:00
parent 5edf464efa
commit 59cf0b3c9a
9 changed files with 6944 additions and 131 deletions
Download patch file Download diff file Expand all files Collapse all files

2
GPy/core/parameterization/index_operations.py
View file

@ -6,7 +6,6 @@ from numpy.lib.function_base import vectorize
from .lists_and_dicts import IntArrayDict from .lists_and_dicts import IntArrayDict
from functools import reduce from functools import reduce
from transformations import Transformation from transformations import Transformation
from priors import Prior
def extract_properties_to_index(index, props): def extract_properties_to_index(index, props):
prop_index = dict() prop_index = dict()
@ -146,7 +145,6 @@ class ParameterIndexOperations(object):
return prop_index return prop_index
def add(self, prop, indices): def add(self, prop, indices):
#assert isinstance(prop, (Transformation, Prior)), "invalid key"
self._properties[prop] = combine_indices(self._properties[prop], indices) self._properties[prop] = combine_indices(self._properties[prop], indices)
def remove(self, prop, indices): def remove(self, prop, indices):

4
GPy/core/parameterization/parameterized.py
View file

@ -6,10 +6,10 @@ import numpy; np = numpy
import itertools import itertools
from re import compile, _pattern_type from re import compile, _pattern_type
from .param import ParamConcatenation from .param import ParamConcatenation
from .parameter_core import HierarchyError, Parameterizable, adjust_name_for_printing from parameter_core import HierarchyError, Parameterizable, adjust_name_for_printing
import logging import logging
from GPy.core.parameterization.index_operations import ParameterIndexOperationsView from index_operations import ParameterIndexOperationsView
logger = logging.getLogger("parameters changed meta") logger = logging.getLogger("parameters changed meta")
class ParametersChangedMeta(type): class ParametersChangedMeta(type):

2
GPy/core/parameterization/priors.py
View file

@ -730,7 +730,7 @@ class DGPLVM(Prior):
# ****************************************** # ******************************************
from parameterized import Parameterized from .. import Parameterized
from .. import Param from .. import Param
class DGPLVM_Lamda(Prior, Parameterized): class DGPLVM_Lamda(Prior, Parameterized):
""" """

3
GPy/defaults.cfg
View file

@ -25,3 +25,6 @@ MKL = False
[weave] [weave]
#if true, try to use weave, and fall back to numpy. if false, just use numpy. #if true, try to use weave, and fall back to numpy. if false, just use numpy.
working = True working = True
[cython]
working = True

6582
GPy/kern/_src/coregionalize_cython.c Normal file
View file

File diff suppressed because it is too large Load diff

469
GPy/util/choleskies_cython.c
View file

@ -831,15 +831,14 @@ static CYTHON_INLINE PyObject* __Pyx_PyObject_CallOneArg(PyObject *func, PyObjec
static CYTHON_INLINE int __Pyx_TypeTest(PyObject *obj, PyTypeObject *type); static CYTHON_INLINE int __Pyx_TypeTest(PyObject *obj, PyTypeObject *type);
static void __Pyx_RaiseBufferIndexError(int axis);
#define __Pyx_BufPtrStrided2d(type, buf, i0, s0, i1, s1) (type)((char*)buf + i0 * s0 + i1 * s1)
static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb); static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb);
static CYTHON_INLINE void __Pyx_ErrFetch(PyObject **type, PyObject **value, PyObject **tb); static CYTHON_INLINE void __Pyx_ErrFetch(PyObject **type, PyObject **value, PyObject **tb);
static CYTHON_INLINE long __Pyx_div_long(long, long); /* proto */ static CYTHON_INLINE long __Pyx_div_long(long, long); /* proto */
static void __Pyx_RaiseBufferIndexError(int axis);
#define __Pyx_BufPtrStrided3d(type, buf, i0, s0, i1, s1, i2, s2) (type)((char*)buf + i0 * s0 + i1 * s1 + i2 * s2)
#define __Pyx_BufPtrStrided2d(type, buf, i0, s0, i1, s1) (type)((char*)buf + i0 * s0 + i1 * s1)
static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb, PyObject *cause); static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb, PyObject *cause);
static CYTHON_INLINE void __Pyx_RaiseTooManyValuesError(Py_ssize_t expected); static CYTHON_INLINE void __Pyx_RaiseTooManyValuesError(Py_ssize_t expected);
@ -1089,6 +1088,7 @@ static char __pyx_k_count[] = "count";
static char __pyx_k_empty[] = "empty"; static char __pyx_k_empty[] = "empty";
static char __pyx_k_numpy[] = "numpy"; static char __pyx_k_numpy[] = "numpy";
static char __pyx_k_range[] = "range"; static char __pyx_k_range[] = "range";
static char __pyx_k_zeros[] = "zeros";
static char __pyx_k_import[] = "__import__"; static char __pyx_k_import[] = "__import__";
static char __pyx_k_linalg[] = "linalg"; static char __pyx_k_linalg[] = "linalg";
static char __pyx_k_ValueError[] = "ValueError"; static char __pyx_k_ValueError[] = "ValueError";
@ -1097,7 +1097,7 @@ static char __pyx_k_flat_to_triang[] = "flat_to_triang";
static char __pyx_k_triang_to_flat[] = "triang_to_flat"; static char __pyx_k_triang_to_flat[] = "triang_to_flat";
static char __pyx_k_GPy_util_choleskies_cython[] = "GPy.util.choleskies_cython"; static char __pyx_k_GPy_util_choleskies_cython[] = "GPy.util.choleskies_cython";
static char __pyx_k_ndarray_is_not_C_contiguous[] = "ndarray is not C contiguous"; static char __pyx_k_ndarray_is_not_C_contiguous[] = "ndarray is not C contiguous";
static char __pyx_k_home_james_work_GPy_GPy_util_ch[] = "/home/james/work/GPy/GPy/util/choleskies_cython.pyx"; static char __pyx_k_Users_james_work_GPy_GPy_util_c[] = "/Users/james/work/GPy/GPy/util/choleskies_cython.pyx";
static char __pyx_k_unknown_dtype_code_in_numpy_pxd[] = "unknown dtype code in numpy.pxd (%d)"; static char __pyx_k_unknown_dtype_code_in_numpy_pxd[] = "unknown dtype code in numpy.pxd (%d)";
static char __pyx_k_Format_string_allocated_too_shor[] = "Format string allocated too short, see comment in numpy.pxd"; static char __pyx_k_Format_string_allocated_too_shor[] = "Format string allocated too short, see comment in numpy.pxd";
static char __pyx_k_Non_native_byte_order_not_suppor[] = "Non-native byte order not supported"; static char __pyx_k_Non_native_byte_order_not_suppor[] = "Non-native byte order not supported";
@ -1112,6 +1112,7 @@ static PyObject *__pyx_n_s_M;
static PyObject *__pyx_n_s_N; static PyObject *__pyx_n_s_N;
static PyObject *__pyx_kp_u_Non_native_byte_order_not_suppor; static PyObject *__pyx_kp_u_Non_native_byte_order_not_suppor;
static PyObject *__pyx_n_s_RuntimeError; static PyObject *__pyx_n_s_RuntimeError;
static PyObject *__pyx_kp_s_Users_james_work_GPy_GPy_util_c;
static PyObject *__pyx_n_s_ValueError; static PyObject *__pyx_n_s_ValueError;
static PyObject *__pyx_n_s__7; static PyObject *__pyx_n_s__7;
static PyObject *__pyx_n_s_count; static PyObject *__pyx_n_s_count;
@ -1119,7 +1120,6 @@ static PyObject *__pyx_n_s_d;
static PyObject *__pyx_n_s_empty; static PyObject *__pyx_n_s_empty;
static PyObject *__pyx_n_s_flat; static PyObject *__pyx_n_s_flat;
static PyObject *__pyx_n_s_flat_to_triang; static PyObject *__pyx_n_s_flat_to_triang;
static PyObject *__pyx_kp_s_home_james_work_GPy_GPy_util_ch;
static PyObject *__pyx_n_s_import; static PyObject *__pyx_n_s_import;
static PyObject *__pyx_n_s_linalg; static PyObject *__pyx_n_s_linalg;
static PyObject *__pyx_n_s_m; static PyObject *__pyx_n_s_m;
@ -1134,6 +1134,8 @@ static PyObject *__pyx_n_s_ret;
static PyObject *__pyx_n_s_test; static PyObject *__pyx_n_s_test;
static PyObject *__pyx_n_s_triang_to_flat; static PyObject *__pyx_n_s_triang_to_flat;
static PyObject *__pyx_kp_u_unknown_dtype_code_in_numpy_pxd; static PyObject *__pyx_kp_u_unknown_dtype_code_in_numpy_pxd;
static PyObject *__pyx_n_s_zeros;
static PyObject *__pyx_int_1;
static PyObject *__pyx_tuple_; static PyObject *__pyx_tuple_;
static PyObject *__pyx_tuple__2; static PyObject *__pyx_tuple__2;
static PyObject *__pyx_tuple__3; static PyObject *__pyx_tuple__3;
@ -1148,7 +1150,7 @@ static PyObject *__pyx_codeobj__11;
/* "GPy/util/choleskies_cython.pyx":8 /* "GPy/util/choleskies_cython.pyx":8
* from . import linalg * from . import linalg
* *
* def flat_to_triang(np.ndarray[double, ndim=3] flat, int M): # <<<<<<<<<<<<<< * def flat_to_triang(np.ndarray[double, ndim=2] flat, int M): # <<<<<<<<<<<<<<
* """take a matrix N x D and return a M X M x D array where * """take a matrix N x D and return a M X M x D array where
* *
*/ */
@ -1227,8 +1229,8 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
int __pyx_v_count; int __pyx_v_count;
PyArrayObject *__pyx_v_ret = 0; PyArrayObject *__pyx_v_ret = 0;
int __pyx_v_d; int __pyx_v_d;
int __pyx_v_m; PyObject *__pyx_v_m = NULL;
int __pyx_v_mm; PyObject *__pyx_v_mm = NULL;
__Pyx_LocalBuf_ND __pyx_pybuffernd_flat; __Pyx_LocalBuf_ND __pyx_pybuffernd_flat;
__Pyx_Buffer __pyx_pybuffer_flat; __Pyx_Buffer __pyx_pybuffer_flat;
__Pyx_LocalBuf_ND __pyx_pybuffernd_ret; __Pyx_LocalBuf_ND __pyx_pybuffernd_ret;
@ -1244,10 +1246,13 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
PyArrayObject *__pyx_t_7 = NULL; PyArrayObject *__pyx_t_7 = NULL;
int __pyx_t_8; int __pyx_t_8;
int __pyx_t_9; int __pyx_t_9;
int __pyx_t_10; Py_ssize_t __pyx_t_10;
int __pyx_t_11; PyObject *(*__pyx_t_11)(PyObject *);
int __pyx_t_12; Py_ssize_t __pyx_t_12;
int __pyx_t_13; PyObject *(*__pyx_t_13)(PyObject *);
int __pyx_t_14;
int __pyx_t_15;
int __pyx_t_16;
int __pyx_lineno = 0; int __pyx_lineno = 0;
const char *__pyx_filename = NULL; const char *__pyx_filename = NULL;
int __pyx_clineno = 0; int __pyx_clineno = 0;
@ -1262,9 +1267,9 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
__pyx_pybuffernd_flat.rcbuffer = &__pyx_pybuffer_flat; __pyx_pybuffernd_flat.rcbuffer = &__pyx_pybuffer_flat;
{ {
__Pyx_BufFmt_StackElem __pyx_stack[1]; __Pyx_BufFmt_StackElem __pyx_stack[1];
if (unlikely(__Pyx_GetBufferAndValidate(&__pyx_pybuffernd_flat.rcbuffer->pybuffer, (PyObject*)__pyx_v_flat, &__Pyx_TypeInfo_double, PyBUF_FORMAT| PyBUF_STRIDES, 3, 0, __pyx_stack) == -1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;} if (unlikely(__Pyx_GetBufferAndValidate(&__pyx_pybuffernd_flat.rcbuffer->pybuffer, (PyObject*)__pyx_v_flat, &__Pyx_TypeInfo_double, PyBUF_FORMAT| PyBUF_STRIDES, 2, 0, __pyx_stack) == -1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
} }
__pyx_pybuffernd_flat.diminfo[0].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[0]; __pyx_pybuffernd_flat.diminfo[0].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[0]; __pyx_pybuffernd_flat.diminfo[1].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[1]; __pyx_pybuffernd_flat.diminfo[1].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[1]; __pyx_pybuffernd_flat.diminfo[2].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[2]; __pyx_pybuffernd_flat.diminfo[2].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[2]; __pyx_pybuffernd_flat.diminfo[0].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[0]; __pyx_pybuffernd_flat.diminfo[0].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[0]; __pyx_pybuffernd_flat.diminfo[1].strides = __pyx_pybuffernd_flat.rcbuffer->pybuffer.strides[1]; __pyx_pybuffernd_flat.diminfo[1].shape = __pyx_pybuffernd_flat.rcbuffer->pybuffer.shape[1];
/* "GPy/util/choleskies_cython.pyx":16 /* "GPy/util/choleskies_cython.pyx":16
* This is the weave implementation * This is the weave implementation
@ -1280,7 +1285,7 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
* cdef int N = flat.shape[0] * cdef int N = flat.shape[0]
* cdef int D = flat.shape[1] # <<<<<<<<<<<<<< * cdef int D = flat.shape[1] # <<<<<<<<<<<<<<
* cdef int count = 0 * cdef int count = 0
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) * cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
*/ */
__pyx_v_D = (__pyx_v_flat->dimensions[1]); __pyx_v_D = (__pyx_v_flat->dimensions[1]);
@ -1288,7 +1293,7 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
* cdef int N = flat.shape[0] * cdef int N = flat.shape[0]
* cdef int D = flat.shape[1] * cdef int D = flat.shape[1]
* cdef int count = 0 # <<<<<<<<<<<<<< * cdef int count = 0 # <<<<<<<<<<<<<<
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) * cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
* for d in range(D): * for d in range(D):
*/ */
__pyx_v_count = 0; __pyx_v_count = 0;
@ -1296,13 +1301,13 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
/* "GPy/util/choleskies_cython.pyx":19 /* "GPy/util/choleskies_cython.pyx":19
* cdef int D = flat.shape[1] * cdef int D = flat.shape[1]
* cdef int count = 0 * cdef int count = 0
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) # <<<<<<<<<<<<<< * cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D)) # <<<<<<<<<<<<<<
* for d in range(D): * for d in range(D):
* count = 0 * count = 0
*/ */
__pyx_t_2 = __Pyx_GetModuleGlobalName(__pyx_n_s_np); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 19; __pyx_clineno = __LINE__; goto __pyx_L1_error;} __pyx_t_2 = __Pyx_GetModuleGlobalName(__pyx_n_s_np); if (unlikely(!__pyx_t_2)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 19; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_t_2); __Pyx_GOTREF(__pyx_t_2);
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__Pyx_GOTREF(__pyx_t_3); __Pyx_GOTREF(__pyx_t_3);
__Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0;
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@ -1352,10 +1357,10 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
__pyx_t_7 = ((PyArrayObject *)__pyx_t_1); __pyx_t_7 = ((PyArrayObject *)__pyx_t_1);
{ {
__Pyx_BufFmt_StackElem __pyx_stack[1]; __Pyx_BufFmt_StackElem __pyx_stack[1];
if (unlikely(__Pyx_GetBufferAndValidate(&__pyx_pybuffernd_ret.rcbuffer->pybuffer, (PyObject*)__pyx_t_7, &__Pyx_TypeInfo_double, PyBUF_FORMAT| PyBUF_STRIDES, 2, 0, __pyx_stack) == -1)) { if (unlikely(__Pyx_GetBufferAndValidate(&__pyx_pybuffernd_ret.rcbuffer->pybuffer, (PyObject*)__pyx_t_7, &__Pyx_TypeInfo_double, PyBUF_FORMAT| PyBUF_STRIDES, 3, 0, __pyx_stack) == -1)) {
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{__pyx_filename = __pyx_f[0]; __pyx_lineno = 19; __pyx_clineno = __LINE__; goto __pyx_L1_error;} {__pyx_filename = __pyx_f[0]; __pyx_lineno = 19; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
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} }
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__pyx_t_7 = 0; __pyx_t_7 = 0;
@ -1364,7 +1369,7 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
/* "GPy/util/choleskies_cython.pyx":20 /* "GPy/util/choleskies_cython.pyx":20
* cdef int count = 0 * cdef int count = 0
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) * cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
* for d in range(D): # <<<<<<<<<<<<<< * for d in range(D): # <<<<<<<<<<<<<<
* count = 0 * count = 0
* for m in range(M): * for m in range(M):
@ -1374,11 +1379,11 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
__pyx_v_d = __pyx_t_9; __pyx_v_d = __pyx_t_9;
/* "GPy/util/choleskies_cython.pyx":21 /* "GPy/util/choleskies_cython.pyx":21
* cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) * cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
* for d in range(D): * for d in range(D):
* count = 0 # <<<<<<<<<<<<<< * count = 0 # <<<<<<<<<<<<<<
* for m in range(M): * for m in range(M):
* for mm in range(m): * for mm in range(m+1):
*/ */
__pyx_v_count = 0; __pyx_v_count = 0;
@ -1386,77 +1391,187 @@ static PyObject *__pyx_pf_3GPy_4util_17choleskies_cython_flat_to_triang(CYTHON_U
* for d in range(D): * for d in range(D):
* count = 0 * count = 0
* for m in range(M): # <<<<<<<<<<<<<< * for m in range(M): # <<<<<<<<<<<<<<
* for mm in range(m): * for mm in range(m+1):
* ret[m, mm, d] = flat[count,d] * ret[m, mm, d] = flat[count,d]
*/ */
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__pyx_codeobj__9 = (PyObject*)__Pyx_PyCode_New(2, 0, 9, 0, 0, __pyx_empty_bytes, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_tuple__8, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_kp_s_home_james_work_GPy_GPy_util_ch, __pyx_n_s_flat_to_triang, 8, __pyx_empty_bytes); if (unlikely(!__pyx_codeobj__9)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;} __pyx_codeobj__9 = (PyObject*)__Pyx_PyCode_New(2, 0, 9, 0, 0, __pyx_empty_bytes, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_tuple__8, __pyx_empty_tuple, __pyx_empty_tuple, __pyx_kp_s_Users_james_work_GPy_GPy_util_c, __pyx_n_s_flat_to_triang, 8, __pyx_empty_bytes); if (unlikely(!__pyx_codeobj__9)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 8; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
/* "GPy/util/choleskies_cython.pyx":28 /* "GPy/util/choleskies_cython.pyx":28
* return ret * return ret
@ -4000,7 +4228,7 @@ static int __Pyx_InitCachedConstants(void) {
__pyx_tuple__10 = PyTuple_Pack(9, __pyx_n_s_L, __pyx_n_s_M, __pyx_n_s_D, __pyx_n_s_N, __pyx_n_s_count, __pyx_n_s_flat, __pyx_n_s_d, __pyx_n_s_m, __pyx_n_s_mm); if (unlikely(!__pyx_tuple__10)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 28; __pyx_clineno = __LINE__; goto __pyx_L1_error;} __pyx_tuple__10 = PyTuple_Pack(9, __pyx_n_s_L, __pyx_n_s_M, __pyx_n_s_D, __pyx_n_s_N, __pyx_n_s_count, __pyx_n_s_flat, __pyx_n_s_d, __pyx_n_s_m, __pyx_n_s_mm); if (unlikely(!__pyx_tuple__10)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 28; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_tuple__10); __Pyx_GOTREF(__pyx_tuple__10);
__Pyx_GIVEREF(__pyx_tuple__10); __Pyx_GIVEREF(__pyx_tuple__10);
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__Pyx_RefNannyFinishContext(); __Pyx_RefNannyFinishContext();
return 0; return 0;
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@ -4010,6 +4238,7 @@ static int __Pyx_InitCachedConstants(void) {
static int __Pyx_InitGlobals(void) { static int __Pyx_InitGlobals(void) {
if (__Pyx_InitStrings(__pyx_string_tab) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 1; __pyx_clineno = __LINE__; goto __pyx_L1_error;}; if (__Pyx_InitStrings(__pyx_string_tab) < 0) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 1; __pyx_clineno = __LINE__; goto __pyx_L1_error;};
__pyx_int_1 = PyInt_FromLong(1); if (unlikely(!__pyx_int_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 1; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
return 0; return 0;
__pyx_L1_error:; __pyx_L1_error:;
return -1; return -1;
@ -4130,7 +4359,7 @@ PyMODINIT_FUNC PyInit_choleskies_cython(void)
* *
* from . import linalg # <<<<<<<<<<<<<< * from . import linalg # <<<<<<<<<<<<<<
* *
* def flat_to_triang(np.ndarray[double, ndim=3] flat, int M): * def flat_to_triang(np.ndarray[double, ndim=2] flat, int M):
*/ */
__pyx_t_1 = PyList_New(1); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;} __pyx_t_1 = PyList_New(1); if (unlikely(!__pyx_t_1)) {__pyx_filename = __pyx_f[0]; __pyx_lineno = 6; __pyx_clineno = __LINE__; goto __pyx_L1_error;}
__Pyx_GOTREF(__pyx_t_1); __Pyx_GOTREF(__pyx_t_1);
@ -4149,7 +4378,7 @@ PyMODINIT_FUNC PyInit_choleskies_cython(void)
/* "GPy/util/choleskies_cython.pyx":8 /* "GPy/util/choleskies_cython.pyx":8
* from . import linalg * from . import linalg
* *
* def flat_to_triang(np.ndarray[double, ndim=3] flat, int M): # <<<<<<<<<<<<<< * def flat_to_triang(np.ndarray[double, ndim=2] flat, int M): # <<<<<<<<<<<<<<
* """take a matrix N x D and return a M X M x D array where * """take a matrix N x D and return a M X M x D array where
* *
*/ */
@ -5053,6 +5282,11 @@ static CYTHON_INLINE int __Pyx_TypeTest(PyObject *obj, PyTypeObject *type) {
return 0; return 0;
} }
static void __Pyx_RaiseBufferIndexError(int axis) {
PyErr_Format(PyExc_IndexError,
"Out of bounds on buffer access (axis %d)", axis);
}
static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb) { static CYTHON_INLINE void __Pyx_ErrRestore(PyObject *type, PyObject *value, PyObject *tb) {
#if CYTHON_COMPILING_IN_CPYTHON #if CYTHON_COMPILING_IN_CPYTHON
PyObject *tmp_type, *tmp_value, *tmp_tb; PyObject *tmp_type, *tmp_value, *tmp_tb;
@ -5091,11 +5325,6 @@ static CYTHON_INLINE long __Pyx_div_long(long a, long b) {
return q; return q;
} }
static void __Pyx_RaiseBufferIndexError(int axis) {
PyErr_Format(PyExc_IndexError,
"Out of bounds on buffer access (axis %d)", axis);
}
#if PY_MAJOR_VERSION < 3 #if PY_MAJOR_VERSION < 3
static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb, static void __Pyx_Raise(PyObject *type, PyObject *value, PyObject *tb,
CYTHON_UNUSED PyObject *cause) { CYTHON_UNUSED PyObject *cause) {

8
GPy/util/choleskies_cython.pyx
View file

@ -5,7 +5,7 @@ cimport numpy as np
from . import linalg from . import linalg
def flat_to_triang(np.ndarray[double, ndim=3] flat, int M): def flat_to_triang(np.ndarray[double, ndim=2] flat, int M):
"""take a matrix N x D and return a M X M x D array where """take a matrix N x D and return a M X M x D array where
N = M(M+1)/2 N = M(M+1)/2
@ -16,11 +16,11 @@ def flat_to_triang(np.ndarray[double, ndim=3] flat, int M):
cdef int N = flat.shape[0] cdef int N = flat.shape[0]
cdef int D = flat.shape[1] cdef int D = flat.shape[1]
cdef int count = 0 cdef int count = 0
cdef np.ndarray[double, ndim=2] ret = np.empty((M, M, D)) cdef np.ndarray[double, ndim=3] ret = np.zeros((M, M, D))
for d in range(D): for d in range(D):
count = 0 count = 0
for m in range(M): for m in range(M):
for mm in range(m): for mm in range(m+1):
ret[m, mm, d] = flat[count,d] ret[m, mm, d] = flat[count,d]
count += 1 count += 1
return ret return ret
@ -34,7 +34,7 @@ def triang_to_flat(np.ndarray[double, ndim=3] L):
for d in range(D): for d in range(D):
count = 0 count = 0
for m in range(M): for m in range(M):
for mm in range(m): for mm in range(m+1):
flat[count,d] = L[m, mm, d] flat[count,d] = L[m, mm, d]
count += 1 count += 1
return flat return flat

2
GPy/util/warping_functions.py
View file

@ -2,7 +2,7 @@
# Licensed under the BSD 3-clause license (see LICENSE.txt) # Licensed under the BSD 3-clause license (see LICENSE.txt)
import numpy as np import numpy as np
from GPy.core.parameterization import Parameterized, Param from ..core.parameterization import Parameterized, Param
from ..core.parameterization.transformations import Logexp from ..core.parameterization.transformations import Logexp
class WarpingFunction(Parameterized): class WarpingFunction(Parameterized):

3
setup.py
View file

@ -11,7 +11,8 @@ version = '0.6.1'
def read(fname): def read(fname):
return open(os.path.join(os.path.dirname(__file__), fname)).read() return open(os.path.join(os.path.dirname(__file__), fname)).read()
compile_flags = ["-march=native", '-fopenmp', '-O3', ] #compile_flags = ["-march=native", '-fopenmp', '-O3', ]
compile_flags = [ '-fopenmp', '-O3', ]
ext_mods = [Extension(name='GPy.kern._src.stationary_cython', ext_mods = [Extension(name='GPy.kern._src.stationary_cython',
sources=['GPy/kern/_src/stationary_cython.c','GPy/kern/_src/stationary_utils.c'], sources=['GPy/kern/_src/stationary_cython.c','GPy/kern/_src/stationary_utils.c'],