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DSYR is being used now

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Ricardo 2013-05-13 19:40:51 +01:00
parent cb4c363c11
commit a1036fb2a5
1 changed files with 4 additions and 3 deletions
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7
GPy/likelihoods/EP.py
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@ -1,6 +1,6 @@
import numpy as np
from scipy import stats, linalg
from ..util.linalg import pdinv,mdot,jitchol
from ..util.linalg import pdinv,mdot,jitchol,DSYR
from likelihood import likelihood
class EP(likelihood):
@ -116,8 +116,9 @@ class EP(likelihood):
self.tau_tilde[i] += Delta_tau
self.v_tilde[i] += Delta_v
#Posterior distribution parameters update
si=Sigma[:,i:i+1]
Sigma -= Delta_tau/(1.+ Delta_tau*Sigma[i,i])*np.dot(si,si.T)#DSYR
DSYR(Sigma,Sigma[:,i].copy(), -float(Delta_tau/(1.+ Delta_tau*Sigma[i,i])))
#si=Sigma[:,i:i+1]
#Sigma -= Delta_tau/(1.+ Delta_tau*Sigma[i,i])*np.dot(si,si.T)#DSYR
mu = np.dot(Sigma,self.v_tilde)
self.iterations += 1
#Sigma recomptutation with Cholesky decompositon