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moved linalg function to GPy.linalg

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This commit is contained in:
Nicolo Fusi 2013-05-13 17:04:59 +01:00
parent cbfbcfb411
commit 80c25c9aaf
3 changed files with 14 additions and 8 deletions
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7
GPy/models/sparse_GP.py
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@ -3,17 +3,12 @@
import numpy as np
import pylab as pb
from ..util.linalg import mdot, jitchol, tdot, symmetrify
from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides
from ..util.plot import gpplot
from .. import kern
from GP import GP
from scipy import linalg
def backsub_both_sides(L, X):
""" Return L^-T * X * L^-1, assumuing X is symmetrical and L is lower cholesky"""
tmp, _ = linalg.lapack.flapack.dtrtrs(L, np.asfortranarray(X), lower=1, trans=1)
return linalg.lapack.flapack.dtrtrs(L, np.asfortranarray(tmp.T), lower=1, trans=1)[0].T
class sparse_GP(GP):
"""
Variational sparse GP model