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Reverted linalg lapack.flapack for the poor NIPS deadline people

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Alan Saul 2013-05-08 20:30:36 +01:00
parent 9fecda46a4
commit 86a2c3d81c
1 changed files with 6 additions and 6 deletions
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12
GPy/util/linalg.py
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@ -63,7 +63,7 @@ def _mdot_r(a,b):
def jitchol(A,maxtries=5):
A = np.asfortranarray(A)
L,info = linalg.lapack.dpotrf(A,lower=1)
L,info = linalg.lapack.flapack.dpotrf(A,lower=1)
if info ==0:
return L
else:
@ -124,7 +124,7 @@ def pdinv(A, *args):
L = jitchol(A, *args)
logdet = 2.*np.sum(np.log(np.diag(L)))
Li = chol_inv(L)
Ai = linalg.lapack.dpotri(L)[0]
Ai = linalg.lapack.flapack.dpotri(L)[0]
Ai = np.tril(Ai) + np.tril(Ai,-1).T
return Ai, L, Li, logdet
@ -139,7 +139,7 @@ def chol_inv(L):
"""
return linalg.lapack.dtrtri(L, lower = True)[0]
return linalg.lapack.flapack.dtrtri(L, lower = True)[0]
def multiple_pdinv(A):
@ -156,7 +156,7 @@ def multiple_pdinv(A):
N = A.shape[-1]
chols = [jitchol(A[:,:,i]) for i in range(N)]
halflogdets = [np.sum(np.log(np.diag(L[0]))) for L in chols]
invs = [linalg.lapack.dpotri(L[0],True)[0] for L in chols]
invs = [linalg.lapack.flapack.dpotri(L[0],True)[0] for L in chols]
invs = [np.triu(I)+np.triu(I,1).T for I in invs]
return np.dstack(invs),np.array(halflogdets)
@ -177,8 +177,8 @@ def PCA(Y, Q):
"""
if not np.allclose(Y.mean(axis=0), 0.0):
print "Y is not zero mean, centering it locally (GPy.util.linalg.PCA)"
#Y -= Y.mean(axis=0)
#Y -= Y.mean(axis=0)
Z = linalg.svd(Y-Y.mean(axis=0), full_matrices = False)
[X, W] = [Z[0][:,0:Q], np.dot(np.diag(Z[1]), Z[2]).T[:,0:Q]]