14 lines
645 B
Diff
14 lines
645 B
Diff
--- a/pykalman/utils.py
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+++ b/pykalman/utils.py
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@@ -70,7 +70,10 @@
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cv_chol = linalg.cholesky(cv + min_covar * np.eye(n_dim),
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lower=True)
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cv_log_det = 2 * np.sum(np.log(np.diagonal(cv_chol)))
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- cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
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+ try:
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+ cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
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+ except ValueError:
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+ cv_sol = np.linalg.solve(cv_chol, (X - mu).T).T
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log_prob[:, c] = - .5 * (np.sum(cv_sol ** 2, axis=1) + \
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n_dim * np.log(2 * np.pi) + cv_log_det)
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