def jitterChol(A, dim, jitter):
A_jitter = A + jitter * T.eye(dim)
cA = myCholesky()(A_jitter)
cA.name = 'c' + A.name
return cA
def jitterChol(A, dim, jitter):
A_jitter = A + jitter * T.eye(dim)
cA = myCholesky()(A_jitter)
cA.name = "c" + A.name
return cA
def cholInvLogDet(A, dim, jitter, fast=False):
A_jitter = A + jitter * T.eye(dim)
cA = myCholesky()(A_jitter)
cA.name = 'c' + A.name
if fast:
(iA, logDetA) = invLogDet(cA)
else:
iA = nlinalg.matrix_inverse(A_jitter)
#logDetA = T.log( nlinalg.Det()(A_jitter) )
logDetA = 2.0 * T.sum(T.log(T.abs_(T.diag(cA))))
iA.name = 'i' + A.name
logDetA.name = 'logDet' + A.name
return (cA, iA, logDetA)
def cholInvLogDet(A, dim, jitter, fast=False):
A_jitter = A + jitter * T.eye(dim)
cA = myCholesky()(A_jitter)
cA.name = "c" + A.name
if fast:
(iA, logDetA) = invLogDet(cA)
else:
iA = nlinalg.matrix_inverse(A_jitter)
# logDetA = T.log( nlinalg.Det()(A_jitter) )
logDetA = 2.0 * T.sum(T.log(T.abs_(T.diag(cA))))
iA.name = "i" + A.name
logDetA.name = "logDet" + A.name
return (cA, iA, logDetA)
