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Added dpotrs instead of cho_solve

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This commit is contained in:
Alan Saul 2013-10-28 19:21:38 +00:00
parent e7b79b1fb0
commit f80b616d10
1 changed files with 2 additions and 4 deletions
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6
GPy/likelihoods/laplace.py
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@ -12,10 +12,8 @@
import numpy as np
import scipy as sp
from scipy.linalg import cho_solve
from likelihood import likelihood
from ..util.linalg import mdot, jitchol, pddet
from scipy.linalg.lapack import dtrtrs
from ..util.linalg import mdot, jitchol, pddet, dpotrs
from functools import partial as partial_func
class Laplace(likelihood):
@ -282,7 +280,7 @@ class Laplace(likelihood):
B = np.eye(self.N) + W_12*K*W_12.T
L = jitchol(B)
W12BiW12= W_12*cho_solve((L, True), W_12*a)
W12BiW12, _ = W_12*dpotrs(L, np.asfortranarray(W_12*a), lower=1)
ln_B_det = 2*np.sum(np.log(np.diag(L)))
return W12BiW12, ln_B_det