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fixed small bugs in linalg, setup.py

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This commit is contained in:
James Hensman 2012-12-06 10:16:19 -08:00
parent c72d1b1a5b
commit f634350398
2 changed files with 8 additions and 13 deletions
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19
GPy/util/linalg.py
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@ -46,19 +46,14 @@ def _mdot_r(a,b):
def jitchol(A,maxtries=5):
"""
Arguments
---------
A : An almost pd square matrix
:param A : An almost pd square matrix
Returns
-------
cholesky(K)
:rval L: the Cholesky decomposition of A
Notes
-----
Adds jitter to K, to enforce positive-definiteness
if stuff breaks, please check:
np.allclose(sp.linalg.cholesky(XXT, lower = True), np.triu(sp.linalg.cho_factor(XXT)[0]).T)
.. Note:
Adds jitter to K, to enforce positive-definiteness
if stuff breaks, please check:
np.allclose(sp.linalg.cholesky(XXT, lower = True), np.triu(sp.linalg.cho_factor(XXT)[0]).T)
"""
try:
return linalg.cholesky(A, lower = True)
@ -139,7 +134,7 @@ def PCA(Y, Q):
Returns
-------
X - NxQ np.array of dimensionality reduced data
:rval X: - NxQ np.array of dimensionality reduced data
W - QxD mapping from X to Y
"""
if not np.allclose(Y.mean(axis=0), 0.0):