def update(self, x, y):
x = self.phi(x)
A_inv_dot_x = sclb.dsymv(1, self.A_inv.T, x)
#A_inv_dot_x = np.dot(self.A_inv,x)
sclb.dsyr(-1 / (1 + np.dot(x, A_inv_dot_x)),
A_inv_dot_x,
a=self.A_inv.T,
overwrite_a=True)
#self.A_inv -= np.outer(A_inv_dot_x, A_inv_dot_x)
sclb.dsymv(-(np.dot(self.w, x) - y),
self.A_inv.T,
x,
beta=1,
y=self.w,
overwrite_y=True)
def compute_ATA_blas_dsyr(N):
'''
Compute only the lower or upper part of ATA
by using the scipy wrraper for BLAS dsyr.
'''
ATA = np.zeros((N, N))
for i in range(N):
ai = compute_v(N)
ATA = bla.dsyr(alpha=1, x=ai, lower=1, n=N, a=ATA, overwrite_a=1)
return ATA
def DSYR_blas(A, x, alpha=1.):
"""
Performs a symmetric rank-1 update operation:
A <- A + alpha * np.dot(x,x.T)
:param A: Symmetric NxN np.array
:param x: Nx1 np.array
:param alpha: scalar
"""
A = blas.dsyr(lower=0, x=x, a=A, alpha=alpha, overwrite_a=True)
symmetrify(A, upper=True)
def DSYR_blas(A, x, alpha=1.):
"""
Performs a symmetric rank-1 update operation:
A <- A + alpha * np.dot(x,x.T)
:param A: Symmetric NxN np.array
:param x: Nx1 np.array
:param alpha: scalar
"""
A = blas.dsyr(lower=0, x=x, a=A, alpha=alpha, overwrite_a=True)
symmetrify(A, upper=True)
def DSYR_blas(A, x, alpha=1.):
"""
Performs a symmetric rank-1 update operation:
A <- A + alpha * np.dot(x,x.T)
:param A: Symmetric NxN np.array
:param x: Nx1 np.array
:param alpha: scalar
"""
At = blas.dsyr(lower=0, x=x, a=A, alpha=alpha, overwrite_a=False) #See https://github.com/scipy/scipy/issues/8155
A[:] = At
symmetrify(A, upper=True)
