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using weaved symmetrify in pdinv now

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James Hensman 2013-05-13 10:36:15 +01:00
parent 529d7534ca
commit c1f1e44b09
1 changed files with 3 additions and 2 deletions
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5
GPy/util/linalg.py
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@ -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