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James and Nicolos massive Yak shaving session

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James Hensman 2013-04-26 19:32:33 +01:00
parent 3cb445886d
commit 9fb090a508
9 changed files with 90 additions and 64 deletions
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16
GPy/util/linalg.py
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@ -196,7 +196,7 @@ def tdot_blas(mat, out=None):
if (mat.dtype != 'float64') or (len(mat.shape) != 2):
return np.dot(mat, mat.T)
nn = mat.shape[0]
if not out:
if out is None:
out = np.zeros((nn,nn))
else:
assert(out.dtype == 'float64')
@ -211,7 +211,7 @@ def tdot_blas(mat, out=None):
# could avoid the copy. I also thought swapping to cblas API would allow use
# of C order. However, I tried that and had errors with large matrices:
# http://homepages.inf.ed.ac.uk/imurray2/code/tdot/tdot_broken.py
mat = mat.copy(order='F')
mat = np.asfortranarray(mat)
TRANS = c_char('n')
N = c_int(mat.shape[0])
K = c_int(mat.shape[1])
@ -225,7 +225,7 @@ def tdot_blas(mat, out=None):
_blaslib.dsyrk_(byref(UPLO), byref(TRANS), byref(N), byref(K),
byref(ALPHA), A, byref(LDA), byref(BETA), C, byref(LDC))
symmetrify(out.T)
symmetrify(out,upper=True)
return out
@ -235,7 +235,7 @@ def tdot(*args, **kwargs):
else:
return tdot_numpy(*args,**kwargs)
def symmetrify(A):
def symmetrify(A,upper=False):
"""
Take the square matrix A and make it symmetrical by copting elements from the lower half to the upper
@ -257,9 +257,13 @@ def symmetrify(A):
}
}
"""
if A.flags['C_CONTIGUOUS']:
if A.flags['C_CONTIGUOUS'] and upper:
weave.inline(f_contig_code,['A','N'])
elif A.flags['C_CONTIGUOUS'] and not upper:
weave.inline(c_contig_code,['A','N'])
elif A.flags['F_CONTIGUOUS']:
elif A.flags['F_CONTIGUOUS'] and upper:
weave.inline(c_contig_code,['A','N'])
elif A.flags['F_CONTIGUOUS'] and not upper:
weave.inline(f_contig_code,['A','N'])
else:
tmp = np.tril(A)