def _get_cplusninvdoty(self):
# now we want cpnmatrix^(-1)*mag = x, which is the same as
# mag = cpnmatrix*x, so we solve this equation for x
self.cplusninvdoty = chosolve_from_tri(self.U,
self.md,
nugget=None,
inplace=False)
def _fastpredict(self, jw, iw, set_threading=False):
""" jw : jwant
iw : iwant
"""
mw = np.zeros_like(jw)
vw = np.zeros_like(jw)
for i, (jwant, iwant) in enumerate(zip(jw, iw)):
if set_threading:
covar = spear_threading(jwant, self.jd, iwant + 1, self.id + 1,
**self.covparams)
else:
covar = spear(jwant, self.jd, iwant + 1, self.id + 1,
**self.covparams)
cplusninvdotcovar = chosolve_from_tri(self.U,
covar.T,
nugget=None,
inplace=False)
if set_threading:
vw[i] = spear_threading(jwant, jwant, iwant + 1, iwant + 1,
**self.covparams)
else:
vw[i] = spear(jwant, jwant, iwant + 1, iwant + 1,
**self.covparams)
mw[i] = np.dot(covar, self.cplusninvdoty)
vw[i] = vw[i] - np.dot(covar, cplusninvdotcovar)
return (mw, vw)
