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svgp working with reordered chols

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This commit is contained in:
James Hensman 2015-05-15 08:59:19 +01:00
parent 2249ec06a5
commit 77093a304c
4 changed files with 51 additions and 59 deletions
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12
GPy/util/choleskies_cython.pyx
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@ -8,14 +8,14 @@ import numpy as np
cimport numpy as np
def flat_to_triang(np.ndarray[double, ndim=2] flat, int M):
"""take a matrix D x N and return a D X M x M array where
"""take a matrix N x D and return a D X M x M array where
N = M(M+1)/2
the lower triangluar portion of the d'th slice of the result is filled by the d'th column of flat.
"""
cdef int D = flat.shape[0]
cdef int N = flat.shape[1]
cdef int D = flat.shape[1]
cdef int N = flat.shape[0]
cdef int count = 0
cdef np.ndarray[double, ndim=3] ret = np.zeros((D, M, M))
cdef int d, m, mm
@ -23,7 +23,7 @@ def flat_to_triang(np.ndarray[double, ndim=2] flat, int M):
count = 0
for m in range(M):
for mm in range(m+1):
ret[d, m, mm] = flat[d,count]
ret[d, m, mm] = flat[count,d]
count += 1
return ret
@ -32,13 +32,13 @@ def triang_to_flat(np.ndarray[double, ndim=3] L):
cdef int M = L.shape[1]
cdef int N = M*(M+1)/2
cdef int count = 0
cdef np.ndarray[double, ndim=2] flat = np.empty((D, N))
cdef np.ndarray[double, ndim=2] flat = np.empty((N, D))
cdef int d, m, mm
for d in range(D):
count = 0
for m in range(M):
for mm in range(m+1):
flat[d,count] = L[d, m, mm]
flat[count,d] = L[d, m, mm]
count += 1
return flat