massive merge of the debug branch

This commit is contained in:
Nicolo Fusi 2013-01-30 15:30:54 +00:00
commit 8a3e10700d
13 changed files with 327 additions and 109 deletions

View file

@ -63,8 +63,8 @@ def jitchol(A,maxtries=5):
raise linalg.LinAlgError, "not pd: negative diagonal elements"
jitter= diagA.mean()*1e-6
for i in range(1,maxtries+1):
print 'Warning: adding jitter of '+str(jitter)
try:
print 'Warning: adding jitter of '+str(jitter)
return linalg.cholesky(A+np.eye(A.shape[0])*jitter, lower = True)
except:
jitter *= 10