Adding likelihoods and block matrices

GPy/util/block_matrices.py

@@ -17,6 +17,23 @@ def get_blocks(A, blocksizes):
         count_i += i
     return B
 
+def get_block_shapes(B):
+    assert B.dtype is np.dtype('object'), "Must be a block matrix"
+    return [B[b,b].shape[0] for b in range(0, B.shape[0])]
+
+def unblock(B):
+    assert B.dtype is np.dtype('object'), "Must be a block matrix"
+    block_shapes = get_block_shapes(B)
+    num_elements = np.sum(block_shapes)
+    A = np.empty(shape=(num_elements, num_elements))
+    count_i = 0
+    for Bi, i in enumerate(block_shapes):
+        count_j = 0
+        for Bj, j in enumerate(block_shapes):
+            A[count_i:count_i + i, count_j:count_j + j] = B[Bi, Bj]
+            count_j += j
+        count_i += i
+    return A
 
 
 if __name__=='__main__':
@@ -24,3 +41,8 @@ if __name__=='__main__':
     B = get_blocks(A,[2,3])
     B[0,0] += 7
     print B
+
+    assert np.all(unblock(B) == A)
+
+    import ipdb; ipdb.set_trace()  # XXX BREAKPOINT
+