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cholesky update for RA

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This commit is contained in:
James Hensman 2013-05-03 14:00:22 +01:00
parent 7561c4c232
commit d9252d0e36
3 changed files with 35 additions and 2 deletions
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5
GPy/likelihoods/EP.py
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@ -196,8 +196,9 @@ class EP(likelihood):
self.tau_tilde[i] = self.tau_tilde[i] + Delta_tau
self.v_tilde[i] = self.v_tilde[i] + Delta_v
#Posterior distribution parameters update
LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau
L = jitchol(LLT)
#LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau
#L = jitchol(LLT)
cholupdate(L,Kmn[:,i]*np.sqrt(Delta_tau))
V,info = linalg.lapack.flapack.dtrtrs(L,Kmn,lower=1)
Sigma_diag = np.sum(V*V,-2)
si = np.sum(V.T*V[:,i],-1)