diff --git a/GPy/util/block_matrices.py b/GPy/util/block_matrices.py new file mode 100644 index 00000000..8fd5f89d --- /dev/null +++ b/GPy/util/block_matrices.py @@ -0,0 +1,24 @@ +import numpy as np + +def get_blocks(A, blocksizes): + assert (A.shape[0]==A.shape[1]) and len(A.shape)==2, "can;t blockify this non-square matrix" + N = np.sum(blocksizes) + assert A.shape[0] == N, "bad blocksizes" + num_blocks = len(blocksizes) + B = np.empty(shape=(num_blocks, num_blocks), dtype=np.object) + count_i = 0 + for Bi, i in enumerate(blocksizes): + count_j = 0 + for Bj, j in enumerate(blocksizes): + B[Bi, Bj] = A[count_i:count_i + i, count_j : count_j + j] + count_j += j + count_i += i + return B + + + +if __name__=='__main__': + A = np.zeros((5,5)) + B = get_blocks(A,[2,3]) + B[0,0] += 7 + print B