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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 import numpy as np
from scipy import stats, linalg from scipy import stats, linalg
from ..util.linalg import pdinv,mdot,jitchol from ..util.linalg import pdinv,mdot,jitchol,DSYR
from likelihood import likelihood from likelihood import likelihood
class EP(likelihood): class EP(likelihood):
@ -116,8 +116,9 @@ class EP(likelihood):
self.tau_tilde[i] += Delta_tau self.tau_tilde[i] += Delta_tau
self.v_tilde[i] += Delta_v self.v_tilde[i] += Delta_v
#Posterior distribution parameters update #Posterior distribution parameters update
si=Sigma[:,i:i+1] DSYR(Sigma,Sigma[:,i].copy(), -float(Delta_tau/(1.+ Delta_tau*Sigma[i,i])))
Sigma -= Delta_tau/(1.+ Delta_tau*Sigma[i,i])*np.dot(si,si.T)#DSYR #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) mu = np.dot(Sigma,self.v_tilde)
self.iterations += 1 self.iterations += 1
#Sigma recomptutation with Cholesky decompositon #Sigma recomptutation with Cholesky decompositon