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sympykern kern_tests now passing, code is inefficient but should be numerically stable.

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Neil Lawrence 2013-11-27 11:25:42 +00:00
parent 557d296d4c
commit ea05ba54bf
1 changed files with 5 additions and 3 deletions
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8
GPy/kern/parts/sympy_helpers.cpp
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@ -80,7 +80,7 @@ double ln_diff_erf(double x0, double x1){
else //x0 and x1 non-positive else //x0 and x1 non-positive
return log(erfcx(-x0)-erfcx(-x1)*exp(x0*x0 - x1*x1))-x0*x0; return log(erfcx(-x0)-erfcx(-x1)*exp(x0*x0 - x1*x1))-x0*x0;
} }
// TODO: For all these computations of h things are very efficient at the moment. Need to recode sympykern to allow the precomputations to take place and all the gradients to be computed in one function. Not sure of best way forward for that yet. Neil
double h(double t, double tprime, double d_i, double d_j, double l){ double h(double t, double tprime, double d_i, double d_j, double l){
// Compute the h function for the sim covariance. // Compute the h function for the sim covariance.
double half_l_di = 0.5*l*d_i; double half_l_di = 0.5*l*d_i;
@ -179,7 +179,7 @@ double dh_dt(double t, double tprime, double d_i, double d_j, double l){
arg_2 = half_l_di - t/l; arg_2 = half_l_di - t/l;
double ln_part_2 = ln_diff_erf(half_l_di, arg_2); double ln_part_2 = ln_diff_erf(half_l_di, arg_2);
return (d_i*exp(ln_part_2-d_i*t - d_j*tprime) - d_i*(erf(half_l_di + tprime/l) - erf(half_l_di - diff_t/l))*exp(-d_i*diff_t) + 2*exp(-d_i*diff_t - pow(half_l_di - diff_t/l, 2))/(sqrt(M_PI)*l) - 2*exp(-d_i*t - d_j*tprime - pow(half_l_di - t/l,2))/(sqrt(M_PI)*l))*exp(half_l_di*half_l_di)/(d_i + d_j); return (d_i*exp(ln_part_2-d_i*t - d_j*tprime) - d_i*exp(ln_part_1-d_i*diff_t) + 2*exp(-d_i*diff_t - pow(half_l_di - diff_t/l, 2))/(sqrt(M_PI)*l) - 2*exp(-d_i*t - d_j*tprime - pow(half_l_di - t/l,2))/(sqrt(M_PI)*l))*exp(half_l_di*half_l_di)/(d_i + d_j);
} }
double dh_dtprime(double t, double tprime, double d_i, double d_j, double l){ double dh_dtprime(double t, double tprime, double d_i, double d_j, double l){
@ -189,6 +189,8 @@ double dh_dtprime(double t, double tprime, double d_i, double d_j, double l){
double arg_1 = half_l_di + tprime/l; double arg_1 = half_l_di + tprime/l;
double arg_2 = half_l_di - diff_t/l; double arg_2 = half_l_di - diff_t/l;
double ln_part_1 = ln_diff_erf(arg_1, arg_2); double ln_part_1 = ln_diff_erf(arg_1, arg_2);
arg_2 = half_l_di - t/l;
double ln_part_2 = ln_diff_erf(half_l_di, arg_2);
return (d_i*(erf(half_l_di + tprime/l) - erf(half_l_di - diff_t/l))*exp(-d_i*diff_t) + d_j*(erf(half_l_di) - erf(half_l_di - t/l))*exp(-d_i*t - d_j*tprime) + (-2*exp(-pow(half_l_di - diff_t/l,2)) + 2*exp(-pow(half_l_di + tprime/l,2)))*exp(-d_i*diff_t)/(sqrt(M_PI)*l))*exp(half_l_di*half_l_di)/(d_i + d_j); return (d_i*exp(ln_part_1-d_i*diff_t) + d_j*exp(ln_part_2-d_i*t - d_j*tprime) + (-2*exp(-pow(half_l_di - diff_t/l,2)) + 2*exp(-pow(half_l_di + tprime/l,2)))*exp(-d_i*diff_t)/(sqrt(M_PI)*l))*exp(half_l_di*half_l_di)/(d_i + d_j);
} }