Fix masked array are not supported in linalg.solve (#3)

Fix issue described here: pykalman#83

pykalman/utils.py

@@ -52,12 +52,6 @@ def array2d(X, dtype=None, order=None):
 
 def log_multivariate_normal_density(X, means, covars, min_covar=1.e-7):
     """Log probability for full covariance matrices. """
-    if hasattr(linalg, 'solve_triangular'):
-        # only in scipy since 0.9
-        solve_triangular = linalg.solve_triangular
-    else:
-        # slower, but works
-        solve_triangular = linalg.solve
     n_samples, n_dim = X.shape
     nmix = len(means)
     log_prob = np.empty((n_samples, nmix))
@@ -70,7 +64,7 @@ def log_multivariate_normal_density(X, means, covars, min_covar=1.e-7):
             cv_chol = linalg.cholesky(cv + min_covar * np.eye(n_dim),
                                       lower=True)
         cv_log_det = 2 * np.sum(np.log(np.diagonal(cv_chol)))
-        cv_sol = solve_triangular(cv_chol, (X - mu).T, lower=True).T
+        cv_sol = np.linalg.solve(cv_chol, (X - mu).T).T
         log_prob[:, c] = - .5 * (np.sum(cv_sol ** 2, axis=1) + \
                                      n_dim * np.log(2 * np.pi) + cv_log_det)