Simplified grad eigh calculations.

theano/sandbox/linalg/ops.py

@@ -1026,21 +1026,12 @@ class EighGrad(Op):
         """
         x, w, v, W, V = inputs
         N = x.shape[0]
-        diag = numpy.diag
         outer = numpy.outer
-        I = numpy.eye(N)
-
-        def Wterm(n):
-            return outer(v[:,n], v[:,n])*W[n]
-    
-        def Vterm(n):
-            G = sum(v[:,m]*V.T[n].dot(v[:,m])/(w[n]-w[m])
-                    for m in xrange(N) if m != n)
-            return outer(v[:,n], G)
-
-        outputs[0][0] = sum(Wterm(n) + Vterm(n)
-                            for n in range(N))
 
+        G = lambda n: sum(v[:,m]*V.T[n].dot(v[:,m])/(w[n]-w[m])
+                          for m in xrange(N) if m != n)
+        outputs[0][0] = sum(outer(v[:,n], v[:,n]*W[n] + G(n))
+                            for n in xrange(N))
 
     def infer_shape(self, node, shapes):
         return [shapes[0]]