cmaes.py 文件源码

def _update_covariance(self, it):
        self.eigen_decomp_updated = it
        self.cov[:, :] = np.triu(self.cov) + np.triu(self.cov, 1).T
        D, B = np.linalg.eigh(self.cov)
        # HACK: avoid numerical problems
        D = np.maximum(D, np.finfo(np.float).eps)
        D = np.diag(np.sqrt(1.0 / D))
        self.invsqrtC = B.dot(D).dot(B.T)