tjh.dev
1--- a/pykalman/utils.py
2+++ b/pykalman/utils.py
3@@ -70,7 +70,10 @@
4 cv_chol = linalg.cholesky(cv + min_covar * np.eye(n_dim),
5 lower=True)
6 cv_log_det = 2 * np.sum(np.log(np.diagonal(cv_chol)))
7- cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
8+ try:
9+ cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
10+ except ValueError:
11+ cv_sol = np.linalg.solve(cv_chol, (X - mu).T).T
12 log_prob[:, c] = - .5 * (np.sum(cv_sol ** 2, axis=1) + \
13 n_dim * np.log(2 * np.pi) + cv_log_det)
14