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Avoiding np.diag 2.4.0 memory leak bug #30862 in unscented_transform.py #327

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Avoiding np.diag 2.4.0 memory leak bug #30862 in unscented_transform.py #327

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3 changes: 2 additions & 1 deletion filterpy/kalman/unscented_transform.py
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Original file line number Diff line number Diff line change
Expand Up @@ -115,7 +115,8 @@ def residual(a, b):
# this is the fast way to do this - see 'else' for the slow way
if residual_fn is np.subtract or residual_fn is None:
y = sigmas - x[np.newaxis, :]
P = np.dot(y.T, np.dot(np.diag(Wc), y))
#P = np.dot(y.T, np.dot(np.diag(Wc), y)) #Numpy 2.4.0 memory leak in np.diag https://github.com/numpy/numpy/issues/30862
P = y.T @ (y * Wc[:, None]) # Achieves the same using broadcasting, avoids memory leak bug, saves memory and is faster
else:
P = np.zeros((n, n))
for k in range(kmax):
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