[posteriot] adjusted for more then one covariance per output

This commit is contained in:
Max Zwiessele 2014-05-20 14:43:58 +01:00
parent dafad62363
commit dfa23b77c5

View file

@ -95,7 +95,7 @@ class Posterior(object):
"""
if self._covariance is None:
#LiK, _ = dtrtrs(self.woodbury_chol, self._K, lower=1)
self._covariance = self._K - (np.tensordot(np.dot(np.atleast_3d(self.woodbury_inv).T, self._K), self._K, [1,0]).T).squeeze()
self._covariance = (np.atleast_3d(self._K) - np.tensordot(np.dot(np.atleast_3d(self.woodbury_inv).T, self._K), self._K, [1,0]).T).squeeze()
#self._covariance = self._K - self._K.dot(self.woodbury_inv).dot(self._K)
return self._covariance