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Added faster einsums to linalg, with a couple of tests

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This commit is contained in:
Alan Saul 2015-04-30 11:16:29 +01:00
parent 5ad38ac640
commit 762e1e75b0
3 changed files with 35 additions and 8 deletions
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13
GPy/util/linalg.py
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@ -452,3 +452,16 @@ def backsub_both_sides(L, X, transpose='left'):
tmp, _ = dtrtrs(L, X, lower=1, trans=0)
return dtrtrs(L, tmp.T, lower=1, trans=0)[0].T
def ij_jlk_to_ilk(A, B):
"""
Faster version of einsum 'ij,jlk->ilk'
"""
return A.dot(B.reshape(B.shape[0], -1)).reshape(A.shape[0], B.shape[1], B.shape[2])
def ijk_jlk_to_il(A, B):
"""
Faster version of einsum einsum('ijk,jlk->il', A,B)
"""
res = np.zeros((A.shape[0], B.shape[1]))
[np.add(np.dot(A[:,:,k], B[:,:,k]), res, res) for k in range(B.shape[-1])]
return res