signal_base.py 文件源码

def get_phiinv_byfreq_cliques(self, params, logdet=False, cholesky=False):
        phi = self.get_phi(params, cliques=True)

        if isinstance(phi, list):
            return [None if phivec is None else phivec.inv(logdet)
                    for phivec in phi]
        else:
            ld = 0

            # first invert all the cliques
            for clcount in range(self._clcount):
                idx = (self._cliques == clcount)

                if np.any(idx):
                    idx2 = np.ix_(idx,idx)

                    if cholesky:
                        cf = sl.cho_factor(phi[idx2])

                        if logdet:
                            ld += 2.0*np.sum(np.log(np.diag(cf[0])))

                        phi[idx2] = sl.cho_solve(
                            cf, np.identity(cf[0].shape[0]))
                    else:
                        phi2 = phi[idx2]

                        if logdet:
                            ld += np.linalg.slogdet(phi2)[1]

                        phi[idx2] = np.linalg.inv(phi2)

            # then do the pure diagonal terms
            idx = (self._cliques == -1)

            if logdet:
                ld += np.sum(np.log(phi[idx,idx]))

            phi[idx,idx] = 1.0/phi[idx,idx]

            return (phi, ld) if logdet else phi

    # we use "cliques" to account for sparse non-diagonal Phi matrices
    # for each value in self._cliques, the matrix indices with that value form
    # an independent submatrix that can be inverted separately

    # reset clique index