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a litle more stability in svigp

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Another instance of dpotrs instead of dot
This commit is contained in:
James Hensman 2013-04-16 12:36:15 +01:00
parent 9b182eb3f8
commit ab50dc7cec
1 changed files with 4 additions and 1 deletions
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5
GPy/models/sparse_GP.py
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@ -148,7 +148,10 @@ class sparse_GP(GP):
#self.dL_dKmm += np.dot(np.dot(self.E*sf2, self.psi2_beta_scaled) - self.Cpsi1VVpsi1, self.Kmmi) + 0.5*self.E # dD #self.dL_dKmm += np.dot(np.dot(self.E*sf2, self.psi2_beta_scaled) - self.Cpsi1VVpsi1, self.Kmmi) + 0.5*self.E # dD
tmp = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.A),lower=1,trans=1)[0] tmp = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.A),lower=1,trans=1)[0]
self.dL_dKmm = -0.5*self.D*sf2*linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1,trans=1)[0] #dA self.dL_dKmm = -0.5*self.D*sf2*linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1,trans=1)[0] #dA
self.dL_dKmm += 0.5*(self.D*(self.C/sf2 -self.Kmmi) + self.E) + np.dot(np.dot(self.D*self.C + self.E*sf2,self.psi2_beta_scaled) - self.Cpsi1VVpsi1,self.Kmmi) # d(C+D) tmp = np.dot(self.D*self.C + self.E*sf2,self.psi2_beta_scaled) - self.Cpsi1VVpsi1
#tmp = np.dot(tmp,self.Kmmi)
tmp = linalg.lapack.flapack.dpotrs(self.Lm,np.asfortranarray(tmp.T),lower=1)[0].T
self.dL_dKmm += 0.5*(self.D*(self.C/sf2 - self.Kmmi) + self.E) + tmp # d(C+D)
#the partial derivative vector for the likelihood #the partial derivative vector for the likelihood
if self.likelihood.Nparams ==0: if self.likelihood.Nparams ==0: