Avoid diagonal matrix creation in FITC (#499)

SMTorg · Dec 21, 2023 · 9f77f5c · 9f77f5c
1 parent 37bb5c1
commit 9f77f5c
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/smt/surrogate_models/sgp.py b/smt/surrogate_models/sgp.py
@@ -233,7 +233,7 @@ def _fitc(self, X, Y, Z, theta, sigma2, noise, nugget):
         beta = 1.0 / nu
 
         # Compute (lower) Cholesky decomposition: A = I + V diag(beta) V^T = L L^T
-        A = np.eye(self.nz) + V @ np.diag(beta) @ V.T
+        A = np.eye(self.nz) + V * beta @ V.T
         L = linalg.cholesky(A, lower=True)
         Li = linalg.inv(L)