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massive merge of the debug branch
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commit
8a3e10700d
13 changed files with 327 additions and 109 deletions
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@ -63,8 +63,8 @@ def jitchol(A,maxtries=5):
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raise linalg.LinAlgError, "not pd: negative diagonal elements"
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jitter= diagA.mean()*1e-6
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for i in range(1,maxtries+1):
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print 'Warning: adding jitter of '+str(jitter)
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try:
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print 'Warning: adding jitter of '+str(jitter)
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return linalg.cholesky(A+np.eye(A.shape[0])*jitter, lower = True)
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except:
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jitter *= 10
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