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added a tdot function (thanks Iain)

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James Hensman 2013-04-26 17:26:43 +01:00
parent 43b720c848
commit ef15de9411
2 changed files with 99 additions and 5 deletions
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5
GPy/models/sparse_GP.py
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@ -108,9 +108,6 @@ class sparse_GP(GP):
self.Bi, self.LB, self.LBi, self.B_logdet = pdinv(self.B)
self.psi1V = np.dot(self.psi1, self.V)
#tmp = np.dot(self.Lmi.T, self.LBi.T)
#tmp = linalg.lapack.clapack.dtrtrs(self.Lm.T,np.asarray(self.LBi.T,order='C'),lower=0)[0]
#self.C = np.dot(tmp,tmp.T) #TODO: tmp is triangular. replace with dtrmm (blas) when available
tmp = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(self.Bi),lower=1,trans=1)[0]
self.C = linalg.lapack.flapack.dtrtrs(self.Lm,np.asfortranarray(tmp.T),lower=1,trans=1)[0]
self.Cpsi1V = np.dot(self.C,self.psi1V)
@ -171,7 +168,7 @@ class sparse_GP(GP):
#likelihood is not heterscedatic
self.partial_for_likelihood = - 0.5 * self.N*self.D*self.likelihood.precision + 0.5 * np.sum(np.square(self.likelihood.Y))*self.likelihood.precision**2
self.partial_for_likelihood += 0.5 * self.D * (self.psi0.sum()*self.likelihood.precision**2 - np.trace(self.A)*self.likelihood.precision*sf2)
self.partial_for_likelihood += 0.5 * self.D * trace_dot(self.Bi,self.A)*self.likelihood.precision
self.partial_for_likelihood += 0.5 * self.D * trace_dot(self.Bi,self.A)*self.likelihood.precision # TODO: unstable?
self.partial_for_likelihood += self.likelihood.precision*(0.5*trace_dot(self.psi2_beta_scaled,self.E*sf2) - np.trace(self.Cpsi1VVpsi1))