change implementation of posterior aproximation covariance matrix

shogun-toolbox · Aug 1, 2013 · 2ddb4a6 · 2ddb4a6
1 parent 129254b
commit 2ddb4a6
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/src/shogun/machine/gp/LaplacianInferenceMethod.cpp b/src/shogun/machine/gp/LaplacianInferenceMethod.cpp
@@ -409,10 +409,10 @@ void CLaplacianInferenceMethod::update_approx_cov()
 		m_approx_cov.num_cols);
 
 	MatrixXd eigen_iB=eigen_L.triangularView<Upper>().adjoint().solve(
-		eigen_K*eigen_sW.asDiagonal());
+		MatrixXd::Identity(m_L.num_rows, m_L.num_cols));
 	eigen_iB=eigen_L.triangularView<Upper>().solve(eigen_iB);
 
-	eigen_approx_cov=eigen_K-eigen_iB*eigen_sW.asDiagonal()*eigen_K;
+	eigen_approx_cov=eigen_K-eigen_K*eigen_sW.asDiagonal()*eigen_iB*eigen_sW.asDiagonal()*eigen_K;
 }
 
 void CLaplacianInferenceMethod::update_chol()