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eigenvalue decomposition of psi2

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James Hensman 2013-05-01 15:08:55 +01:00
parent db3646c3f3
commit 9df555b51b
4 changed files with 19 additions and 7 deletions
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2
GPy/util/linalg.py
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@ -72,7 +72,7 @@ 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 '\rWarning: adding jitter of {:.10e} '.format(jitter),
print 'Warning: adding jitter of {:.10e}'.format(jitter)
try:
return linalg.cholesky(A+np.eye(A.shape[0]).T*jitter, lower = True)
except: