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symmetrify now falls back gracefully to numpy if weave fails

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This commit is contained in:
James Hensman 2014-09-23 10:24:29 +01:00
parent be8fa21cbc
commit f9b6e0991c
2 changed files with 37 additions and 7 deletions
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37
GPy/util/linalg.py
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@ -10,11 +10,10 @@ from scipy import linalg, weave
import types
import ctypes
from ctypes import byref, c_char, c_int, c_double # TODO
# import scipy.lib.lapack
import scipy
import warnings
import os
from config import *
from config import config
import logging
_scipyversion = np.float64((scipy.__version__).split('.')[:2])
@ -521,6 +520,27 @@ def symmetrify(A, upper=False):
Take the square matrix A and make it symmetrical by copting elements from the lower half to the upper
works IN PLACE.
note: tries to use weave, falls back to a slower numpy version
"""
if config.getboolean('weave', 'working'):
try:
symmetrify_weave(A, upper)
except:
print "\n Weave compilation failed. Falling back to (slower) numpy implementation\n"
config.set('weave', 'working', False)
symmetrify_numpy(A, upper)
else:
symmetrify_numpy(A, upper)
def symmetrify_weave(A, upper=False):
"""
Take the square matrix A and make it symmetrical by copting elements from the lower half to the upper
works IN PLACE.
"""
N, M = A.shape
assert N == M
@ -563,10 +583,15 @@ def symmetrify(A, upper=False):
A += np.tril(tmp, -1).T
def symmetrify_murray(A):
A += A.T
nn = A.shape[0]
A[[range(nn), range(nn)]] /= 2.0
def symmetrify_numpy(A, upper=False):
"""
Force a matrix to be symmetric
"""
triu = np.triu_indices_from(A,k=1)
if upper:
A.T[triu] = A[triu]
else:
A[triu] = A.T[triu]
def cholupdate(L, x):
"""