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minor corrections :)

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James Hensman 2015-08-17 14:57:54 +01:00
parent 79127d146b
commit 6068369979
2 changed files with 2314 additions and 3890 deletions
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6184
GPy/util/choleskies_cython.c
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14
GPy/util/choleskies_cython.pyx
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@ -80,12 +80,12 @@ def backprop_gradient_par(double[:,:] dL, double[:,:] L):
dL_dK[k, k] /= (2. * L[k, k]) dL_dK[k, k] /= (2. * L[k, k])
return dL_dK return dL_dK
cdef void chol_backprop(int N, double[:, ::1] dL, double[:, ::1] L) nogil: cdef void chol_backprop(int N, double[:, ::1] dL, double[:, ::1] L):# nogil:
cdef int i, k, n cdef int i, k, n
# DSYMV required constant arguments # DSYMV required constant arguments
cdef double alpha=-1, beta=1 cdef double alpha=-1, beta=1
cdef int incx=1 cdef int incx=N
# DSCAL required arguments # DSCAL required arguments
cdef double scale cdef double scale
@ -93,22 +93,22 @@ cdef void chol_backprop(int N, double[:, ::1] dL, double[:, ::1] L) nogil:
dL[N - 1, N - 1] /= (2. * L[N - 1, N - 1]) dL[N - 1, N - 1] /= (2. * L[N - 1, N - 1])
for k in range(N-2, -1, -1): for k in range(N-2, -1, -1):
n = N-k-1 n = N-k-1
cblas.dsymv(uplo='l', n=&n, alpha=&alpha, a=&dL[k + 1, k + 1], lda=&N, x=&L[k, k + 1], incx=&incx, cblas.dsymv(uplo='u', n=&n, alpha=&alpha, a=&dL[k + 1, k + 1], lda=&N, x=&L[k + 1, k], incx=&incx,
beta=&beta, y=&dL[k + 1, k], incy=&N) beta=&beta, y=&dL[k + 1, k], incy=&N)
for i in xrange(0, N - k - 1): for i in xrange(0, N - k - 1):
dL[k + 1 + i, k] -= dL[k + i+ 1, k + i + 1] * L[k, k + 1 + i] dL[k + 1 + i, k] -= dL[k + i+ 1, k + i + 1] * L[k + 1 + i, k]
scale = 1.0 / L[k, k] scale = 1.0 / L[k, k]
cblas.dscal(&n, &scale , &dL[k + 1, k], &N) cblas.dscal(&n, &scale , &dL[k + 1, k], &N)
#
dL[k, k] -= cblas.ddot(&n, &dL[k + 1, k], &N, &L[k, k], &incx) dL[k, k] -= cblas.ddot(&n, &dL[k + 1, k], &N, &L[k+1, k], &incx)
dL[k, k] /= (2.0 * L[k, k]) dL[k, k] /= (2.0 * L[k, k])
def backprop_gradient_par_c(double[:, :] dL, double[:, :] L): def backprop_gradient_par_c(double[:, :] dL, double[:, :] L):
cdef double[:, ::1] dL_dK = np.tril(dL) # makes a copy, c-contig cdef double[:, ::1] dL_dK = np.tril(dL) # makes a copy, c-contig
cdef double[:, ::1] L_cont = np.ascontiguousarray(L) cdef double[:, ::1] L_cont = np.ascontiguousarray(L)
cdef int N = L.shape[0] cdef int N = L.shape[0]
with nogil: if True:#with nogil:
chol_backprop(N, dL_dK, L_cont) chol_backprop(N, dL_dK, L_cont)
return np.asarray(dL_dK) return np.asarray(dL_dK)