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fix Linear kernel with SSGPLVM

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This commit is contained in:
Zhenwen Dai 2014-06-09 14:21:56 +01:00
parent 6119c33078
commit 695bad63c5
6 changed files with 33 additions and 117 deletions
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11
GPy/inference/latent_function_inference/posterior.py
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@ -153,9 +153,14 @@ class Posterior(object):
$$
"""
if self._woodbury_inv is None:
self._woodbury_inv, _ = dpotri(self.woodbury_chol, lower=1)
#self._woodbury_inv, _ = dpotrs(self.woodbury_chol, np.eye(self.woodbury_chol.shape[0]), lower=1)
symmetrify(self._woodbury_inv)
if self._woodbury_chol is not None:
self._woodbury_inv, _ = dpotri(self._woodbury_chol, lower=1)
#self._woodbury_inv, _ = dpotrs(self.woodbury_chol, np.eye(self.woodbury_chol.shape[0]), lower=1)
symmetrify(self._woodbury_inv)
elif self._covariance is not None:
B = self._K - self._covariance
tmp, _ = dpotrs(self.K_chol, B)
self._woodbury_inv, _ = dpotrs(self.K_chol, tmp.T)
return self._woodbury_inv
@property