GPy/GPy/kern/_src/stationary_utils.c
2015-05-14 17:40:10 +01:00

36 lines
719 B
C

void _grad_X(int N, int D, int M, double* X, double* X2, double* tmp, double* grad){
double retnd;
int n,d,nd,m;
#pragma omp parallel for private(nd,n,d, retnd, m)
for(nd=0;nd<(D*N);nd++){
n = nd/D;
d = nd%D;
retnd = 0.0;
for(m=0;m<M;m++){
retnd += tmp[n*M+m]*(X[nd]-X2[m*D+d]);
}
grad[nd] = retnd;
}
} //grad_X
void _lengthscale_grads(int N, int M, int Q, double* tmp, double* X, double* X2, double* grad){
int n,m,q;
double gradq, dist;
#pragma omp parallel for private(n,m, gradq, dist)
for(q=0; q<Q; q++){
gradq = 0;
for(n=0; n<N; n++){
for(m=0; m<M; m++){
dist = X[n*Q+q]-X2[m*Q+q];
gradq += tmp[n*M+m]*dist*dist;
}
}
grad[q] = gradq;
}
} //lengthscale_grads