From c7a09de80c6b43110425f1161ad861e23fc65f66 Mon Sep 17 00:00:00 2001
From: Arno Solin <arno.solin@aalto.fi>
Date: Thu, 30 Jan 2014 18:50:54 +0200
Subject: [PATCH] Now also the derivative matrices can be summed.

---
 GPy/kern/kern.py | 42 +++++++++++++++++++++++++++---------------
 1 file changed, 27 insertions(+), 15 deletions(-)

diff --git a/GPy/kern/kern.py b/GPy/kern/kern.py
index 7b2c01e4..b7a9f832 100644
--- a/GPy/kern/kern.py
+++ b/GPy/kern/kern.py
@@ -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