adapt gpu initialization multiple gpu cards

GPy/kern/_src/rbf.py

@@ -6,6 +6,7 @@ import numpy as np
 from stationary import Stationary
 from psi_comp import PSICOMP_RBF
 from psi_comp.rbf_psi_gpucomp import PSICOMP_RBF_GPU
+from ...util.gpu_init import initGPU
 from ...util.config import *
 
 class RBF(Stationary):
@@ -24,6 +25,7 @@ class RBF(Stationary):
         self.group_spike_prob = False
         self.psicomp = PSICOMP_RBF()
         if self.useGPU:
+            initGPU()
             self.psicomp = PSICOMP_RBF_GPU()
         else:
             self.psicomp = PSICOMP_RBF()

GPy/util/gpu_init.py

@@ -6,17 +6,37 @@ providing CUBLAS handle: cublas_handle
 """
 
 try:
-    import pycuda.autoinit
     from scikits.cuda import cublas
     import scikits.cuda.linalg as culinalg
     culinalg.init()
     cublas_handle = cublas.cublasCreate()
-    initSuccess = True
 except:
-    initSuccess = False
+
+gpu_initialized = False
+gpu_device = None
+gpu_context = None
     
 def initGPU(gpuid=None):
+    if gpu_initialized:
+        return
     if gpuid==None:
-        return pycuda.tools.make_default_context()
+        try:
+            import pycuda.autoinit
+            gpu_initialized = True
+        except:
+            pass
     else:
-        return pycuda.driver.Device(gpuid).make_context()
+        try:
+            import pycuda.driver
+            pycuda.driver.init()
+            if gpuid>=pycuda.driver.Device.count():
+                return
+            gpu_device = pycuda.driver.Device(gpuid)
+            gpu_context = gpu_device.make_context()
+            gpu_initialized = True
+        except:
+            pass
+
+def closeGPU():
+    if gpu_context is not None:
+        gpu_context.detach()