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fixed small bugs in linalg, setup.py
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parent
c72d1b1a5b
commit
f634350398
2 changed files with 8 additions and 13 deletions
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@ -46,19 +46,14 @@ def _mdot_r(a,b):
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def jitchol(A,maxtries=5):
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"""
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Arguments
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---------
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A : An almost pd square matrix
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:param A : An almost pd square matrix
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Returns
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-------
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cholesky(K)
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:rval L: the Cholesky decomposition of A
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Notes
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-----
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Adds jitter to K, to enforce positive-definiteness
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if stuff breaks, please check:
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np.allclose(sp.linalg.cholesky(XXT, lower = True), np.triu(sp.linalg.cho_factor(XXT)[0]).T)
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.. Note:
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Adds jitter to K, to enforce positive-definiteness
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if stuff breaks, please check:
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np.allclose(sp.linalg.cholesky(XXT, lower = True), np.triu(sp.linalg.cho_factor(XXT)[0]).T)
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"""
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try:
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return linalg.cholesky(A, lower = True)
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@ -139,7 +134,7 @@ def PCA(Y, Q):
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Returns
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-------
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X - NxQ np.array of dimensionality reduced data
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:rval X: - NxQ np.array of dimensionality reduced data
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W - QxD mapping from X to Y
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"""
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if not np.allclose(Y.mean(axis=0), 0.0):
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2
setup.py
2
setup.py
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@ -23,7 +23,7 @@ setup(name = 'GPy',
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package_dir={'GPy': 'GPy'},
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package_data = {'GPy': ['GPy/examples']},
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py_modules = ['GPy.__init__'],
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long_description=read('README'),
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long_description=read('README.md'),
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ext_modules = [Extension(name = 'GPy.kern.lfmUpsilonf2py',
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sources = ['GPy/kern/src/lfmUpsilonf2py.f90'])],
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install_requires=['numpy>=1.6', 'scipy>=0.9','matplotlib>=1.1'],
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