diff --git a/GPy/util/linalg.py b/GPy/util/linalg.py index fb60a8ee..42f75d85 100644 --- a/GPy/util/linalg.py +++ b/GPy/util/linalg.py @@ -124,8 +124,9 @@ def pdinv(A, *args): L = jitchol(A, *args) logdet = 2.*np.sum(np.log(np.diag(L))) Li = chol_inv(L) - Ai = linalg.lapack.flapack.dpotri(L)[0] - Ai = np.tril(Ai) + np.tril(Ai,-1).T + Ai, _ = linalg.lapack.flapack.dpotri(L) + #Ai = np.tril(Ai) + np.tril(Ai,-1).T + symmetrify(Ai) return Ai, L, Li, logdet