From f80b616d10642a9f0cc7cfcac4f85dccabeca41e Mon Sep 17 00:00:00 2001 From: Alan Saul Date: Mon, 28 Oct 2013 19:21:38 +0000 Subject: [PATCH] Added dpotrs instead of cho_solve --- GPy/likelihoods/laplace.py | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/GPy/likelihoods/laplace.py b/GPy/likelihoods/laplace.py index 7e570e52..15f2b48e 100644 --- a/GPy/likelihoods/laplace.py +++ b/GPy/likelihoods/laplace.py @@ -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