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deprecated flapack, namespace changed to lapack.flapack

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This commit is contained in:
Alan Saul 2013-03-11 12:21:12 +00:00
parent 12d6f5056b
commit f562d6cd46
3 changed files with 9 additions and 9 deletions
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2
GPy/kern/Matern52.py
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@ -90,7 +90,7 @@ class Matern52(kernpart):
else:
dl = (self.variance * 5./3 * dist * (1 + np.sqrt(5.)*dist ) * np.exp(-np.sqrt(5.)*dist)) * dist2M.sum(-1)*invdist
#dl = (self.variance* 3 * dist * np.exp(-np.sqrt(3.)*dist)) * dist2M.sum(-1)*invdist
target[1] += np.sum(dl*dL_dKdiag)
target[1] += np.sum(dl*dL_dK)
def dKdiag_dtheta(self,dL_dKdiag,X,target):
"""derivative of the diagonal of the covariance matrix with respect to the parameters."""

10
GPy/likelihoods/EP.py
View file

@ -114,7 +114,7 @@ class EP(likelihood):
Sroot_tilde_K = np.sqrt(self.tau_tilde)[:,None]*K
B = np.eye(self.N) + np.sqrt(self.tau_tilde)[None,:]*Sroot_tilde_K
L = jitchol(B)
V,info = linalg.flapack.dtrtrs(L,Sroot_tilde_K,lower=1)
V,info = linalg.lapack.flapack.dtrtrs(L,Sroot_tilde_K,lower=1)
Sigma = K - np.dot(V.T,V)
mu = np.dot(Sigma,self.v_tilde)
epsilon_np1 = sum((self.tau_tilde-self.np1[-1])**2)/self.N
@ -190,7 +190,7 @@ class EP(likelihood):
#Posterior distribution parameters update
LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau
L = jitchol(LLT)
V,info = linalg.flapack.dtrtrs(L,Kmn,lower=1)
V,info = linalg.lapack.flapack.dtrtrs(L,Kmn,lower=1)
Sigma_diag = np.sum(V*V,-2)
si = np.sum(V.T*V[:,i],-1)
mu = mu + (Delta_v-Delta_tau*mu[i])*si
@ -198,8 +198,8 @@ class EP(likelihood):
#Sigma recomputation with Cholesky decompositon
LLT0 = LLT0 + np.dot(Kmn*tau_tilde[None,:],Kmn.T)
L = jitchol(LLT)
V,info = linalg.flapack.dtrtrs(L,Kmn,lower=1)
V2,info = linalg.flapack.dtrtrs(L.T,V,lower=0)
V,info = linalg.lapack.flapack.dtrtrs(L,Kmn,lower=1)
V2,info = linalg.lapack.flapack.dtrtrs(L.T,V,lower=0)
Sigma_diag = np.sum(V*V,-2)
Knmv_tilde = np.dot(Kmn,v_tilde)
mu = np.dot(V2.T,Knmv_tilde)
@ -297,7 +297,7 @@ class EP(likelihood):
P = (Diag / Diag0)[:,None] * P0
RPT0 = np.dot(R0,P0.T)
L = jitchol(np.eye(self.M) + np.dot(RPT0,(1./Diag0 - Diag/(Diag0**2))[:,None]*RPT0.T))
R,info = linalg.flapack.dtrtrs(L,R0,lower=1)
R,info = linalg.lapack.flapack.dtrtrs(L,R0,lower=1)
RPT = np.dot(R,P.T)
Sigma_diag = Diag + np.sum(RPT.T*RPT.T,-1)
self.w = Diag * self.v_tilde

6
GPy/util/linalg.py
View file

@ -11,7 +11,7 @@ import re
import pdb
import cPickle
import types
import scipy.lib.lapack.flapack
#import scipy.lib.lapack.flapack
import scipy as sp
def mdot(*args):
@ -101,7 +101,7 @@ def chol_inv(L):
"""
return linalg.flapack.dtrtri(L, lower = True)[0]
return linalg.lapack.flapack.dtrtri(L, lower = True)[0]
def multiple_pdinv(A):
@ -118,7 +118,7 @@ def multiple_pdinv(A):
N = A.shape[-1]
chols = [jitchol(A[:,:,i]) for i in range(N)]
halflogdets = [np.sum(np.log(np.diag(L[0]))) for L in chols]
invs = [linalg.flapack.dpotri(L[0],True)[0] for L in chols]
invs = [linalg.lapack.flapack.dpotri(L[0],True)[0] for L in chols]
invs = [np.triu(I)+np.triu(I,1).T for I in invs]
return np.dstack(invs),np.array(halflogdets)