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Factored out lapack into utils so we can check version and give deprecation warnings

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Alan Saul 2013-06-06 14:04:14 +01:00
parent b142b68876
commit e587618339
6 changed files with 73 additions and 38 deletions
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13
GPy/core/gp.py
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@ -3,10 +3,9 @@
import numpy as np
from scipy import linalg
import pylab as pb
from .. import kern
from ..util.linalg import pdinv, mdot, tdot
from ..util.linalg import pdinv, mdot, tdot, dpotrs, dtrtrs
#from ..util.plot import gpplot, Tango
from ..likelihoods import EP
from gp_base import GPBase
@ -44,13 +43,13 @@ class GP(GPBase):
# the gradient of the likelihood wrt the covariance matrix
if self.likelihood.YYT is None:
#alpha = np.dot(self.Ki, self.likelihood.Y)
alpha,_ = linalg.lapack.flapack.dpotrs(self.L, self.likelihood.Y,lower=1)
alpha,_ = dpotrs(self.L, self.likelihood.Y,lower=1)
self.dL_dK = 0.5 * (tdot(alpha) - self.output_dim * self.Ki)
else:
#tmp = mdot(self.Ki, self.likelihood.YYT, self.Ki)
tmp, _ = linalg.lapack.flapack.dpotrs(self.L, np.asfortranarray(self.likelihood.YYT), lower=1)
tmp, _ = linalg.lapack.flapack.dpotrs(self.L, np.asfortranarray(tmp.T), lower=1)
tmp, _ = dpotrs(self.L, np.asfortranarray(self.likelihood.YYT), lower=1)
tmp, _ = dpotrs(self.L, np.asfortranarray(tmp.T), lower=1)
self.dL_dK = 0.5 * (tmp - self.output_dim * self.Ki)
def _get_params(self):
@ -76,7 +75,7 @@ class GP(GPBase):
Computes the model fit using YYT if it's available
"""
if self.likelihood.YYT is None:
tmp, _ = linalg.lapack.flapack.dtrtrs(self.L, np.asfortranarray(self.likelihood.Y), lower=1)
tmp, _ = dtrtrs(self.L, np.asfortranarray(self.likelihood.Y), lower=1)
return -0.5 * np.sum(np.square(tmp))
#return -0.5 * np.sum(np.square(np.dot(self.Li, self.likelihood.Y)))
else:
@ -108,7 +107,7 @@ class GP(GPBase):
"""
Kx = self.kern.K(_Xnew,self.X,which_parts=which_parts).T
#KiKx = np.dot(self.Ki, Kx)
KiKx, _ = linalg.lapack.flapack.dpotrs(self.L, np.asfortranarray(Kx), lower=1)
KiKx, _ = dpotrs(self.L, np.asfortranarray(Kx), lower=1)
mu = np.dot(KiKx.T, self.likelihood.Y)
if full_cov:
Kxx = self.kern.K(_Xnew, which_parts=which_parts)