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Merge branch 'devel' of github.com:SheffieldML/GPy into devel

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This commit is contained in:
Nicolo Fusi 2013-05-13 17:21:45 +01:00
commit ccde6c421f
19 changed files with 464 additions and 321 deletions
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26
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
@ -235,6 +236,18 @@ def tdot(*args, **kwargs):
else:
return tdot_numpy(*args,**kwargs)
def DSYR(A,x,alpha=1.):
N = c_int(A.shape[0])
LDA = c_int(A.shape[0])
UPLO = c_char('l')
ALPHA = c_double(alpha)
A_ = A.ctypes.data_as(ctypes.c_void_p)
x_ = x.ctypes.data_as(ctypes.c_void_p)
INCX = c_int(1)
_blaslib.dsyr_(byref(UPLO), byref(N), byref(ALPHA),
x_, byref(INCX), A_, byref(LDA))
symmetrify(A,upper=True)
def symmetrify(A,upper=False):
"""
Take the square matrix A and make it symmetrical by copting elements from the lower half to the upper
@ -258,19 +271,20 @@ def symmetrify(A,upper=False):
}
"""
if A.flags['C_CONTIGUOUS'] and upper:
weave.inline(f_contig_code,['A','N'])
weave.inline(f_contig_code,['A','N'], extra_compile_args=['-O3'])
elif A.flags['C_CONTIGUOUS'] and not upper:
weave.inline(c_contig_code,['A','N'])
weave.inline(c_contig_code,['A','N'], extra_compile_args=['-O3'])
elif A.flags['F_CONTIGUOUS'] and upper:
weave.inline(c_contig_code,['A','N'])
weave.inline(c_contig_code,['A','N'], extra_compile_args=['-O3'])
elif A.flags['F_CONTIGUOUS'] and not upper:
weave.inline(f_contig_code,['A','N'])
weave.inline(f_contig_code,['A','N'], extra_compile_args=['-O3'])
else:
tmp = np.tril(A)
A[:] = 0.0
A += tmp
A += np.tril(tmp,-1).T
def symmetrify_murray(A):
A += A.T
nn = A.shape[0]