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Now also the derivative matrices can be summed.

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This commit is contained in:
Arno Solin 2014-01-30 18:50:54 +02:00
parent 9729a9a3a5
commit c7a09de80c
1 changed files with 27 additions and 15 deletions
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42
GPy/kern/kern.py
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@ -577,38 +577,50 @@ class kern(Parameterized):
def sde(self):
# TODO: should support adding kernels together
#raise NameError('HiThere')
#raise NameError('Problem')
# Find out state dimensions
n = 0;
nq = 0;
n = 0
nq = 0
nd = 0
for p in self.parts:
(F,L,Qc,H,Pinf) = p.sde()
n += F.shape[0]
(F,L,Qc,H,Pinf,dF,dQc,dPinf) = p.sde()
n += F.shape[0]
nq += Qc.shape[0]
nd += dF.shape[2]
# Allocate space for the matrices
F = np.zeros((n,n))
L = np.zeros((n,nq))
Qc = np.zeros((nq,nq))
H = np.zeros((1,n))
Pinf = np.zeros((n,n))
n = 0;
nq = 0;
F = np.zeros((n,n))
L = np.zeros((n,nq))
Qc = np.zeros((nq,nq))
H = np.zeros((1,n))
Pinf = np.zeros((n,n))
dF = np.zeros((n,n,nd))
dQc = np.zeros((nq,nq,nd))
dPinf = np.zeros((n,n,nd))
n = 0
nq = 0
nd = 0
# Assign models
for p in self.parts:
(Ft,Lt,Qct,Ht,Pinft) = p.sde()
(Ft,Lt,Qct,Ht,Pinft,dFt,dQct,dPinft) = p.sde()
F[n:n+Ft.shape[0],n:n+Ft.shape[1]] = Ft
L[n:n+Lt.shape[0],nq:nq+Lt.shape[1]] = Lt
Qc[nq:nq+Qct.shape[0],nq:nq+Qct.shape[1]] = Qct
H[0,n:n+Ht.shape[1]] = Ht
Pinf[n:n+Pinft.shape[0],n:n+Pinft.shape[1]] = Pinft
dF[n:n+Ft.shape[0],n:n+Ft.shape[1],nd:nd+dFt.shape[2]] = dFt
dQc[nq:nq+Qct.shape[0],nq:nq+Qct.shape[1],nd:nd+dQct.shape[2]] = dQct
dPinf[n:n+Pinft.shape[0],n:n+Pinft.shape[1],nd:nd+dPinft.shape[2]] = dPinft
n += Ft.shape[0]
nq += Qct.shape[0]
nd += dFt.shape[2]
return (F,L,Qc,H,Pinf)
#self.parts[0].sde()
return (F,L,Qc,H,Pinf,dF,dQc,dPinf)
# To test with only one kernel
# return self.parts[0].sde()
from GPy.core.model import Model