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

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This commit is contained in:
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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14
GPy/core/sparse_gp.py
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@ -3,7 +3,7 @@
import numpy as np
import pylab as pb
from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides, chol_inv
from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides, chol_inv, dtrtrs, dpotrs, dpotri
from scipy import linalg
from ..likelihoods import Gaussian
from gp_base import GPBase
@ -80,7 +80,7 @@ class SparseGP(GPBase):
tmp = self.psi1 * (np.sqrt(self.likelihood.precision.flatten().reshape(1, self.num_data)))
else:
tmp = self.psi1 * (np.sqrt(self.likelihood.precision))
tmp, _ = linalg.lapack.flapack.dtrtrs(self.Lm, np.asfortranarray(tmp), lower=1)
tmp, _ = dtrtrs(self.Lm, np.asfortranarray(tmp), lower=1)
self.A = tdot(tmp)
@ -92,10 +92,10 @@ class SparseGP(GPBase):
self.psi1V = np.dot(self.psi1, self.likelihood.V)
# back substutue C into psi1V
tmp, info1 = linalg.lapack.flapack.dtrtrs(self.Lm, np.asfortranarray(self.psi1V), lower=1, trans=0)
self._LBi_Lmi_psi1V, _ = linalg.lapack.flapack.dtrtrs(self.LB, np.asfortranarray(tmp), lower=1, trans=0)
tmp, info2 = linalg.lapack.flapack.dpotrs(self.LB, tmp, lower=1)
self.Cpsi1V, info3 = linalg.lapack.flapack.dtrtrs(self.Lm, tmp, lower=1, trans=1)
tmp, info1 = dtrtrs(self.Lm, np.asfortranarray(self.psi1V), lower=1, trans=0)
self._LBi_Lmi_psi1V, _ = dtrtrs(self.LB, np.asfortranarray(tmp), lower=1, trans=0)
tmp, info2 = dpotrs(self.LB, tmp, lower=1)
self.Cpsi1V, info3 = dtrtrs(self.Lm, tmp, lower=1, trans=1)
# Compute dL_dKmm
tmp = tdot(self._LBi_Lmi_psi1V)
@ -219,7 +219,7 @@ class SparseGP(GPBase):
def _raw_predict(self, Xnew, X_variance_new=None, which_parts='all', full_cov=False):
"""Internal helper function for making predictions, does not account for normalization"""
Bi, _ = linalg.lapack.flapack.dpotri(self.LB, lower=0) # WTH? this lower switch should be 1, but that doesn't work!
Bi, _ = dpotri(self.LB, lower=0) # WTH? this lower switch should be 1, but that doesn't work!
symmetrify(Bi)
Kmmi_LmiBLmi = backsub_both_sides(self.Lm, np.eye(self.num_inducing) - Bi)