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28 lines
672 B
OCaml
28 lines
672 B
OCaml
let canonical_ortho ?thresh:(thresh=1.e-6) ~overlap c =
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let u, d, _ = Matrix.svd overlap in
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let d_sqrt = Vector.sqrt d in
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let n = (* Number of non-negligible singular vectors *)
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Vector.fold (fun accu x -> if x > thresh then accu + 1 else accu) 0 d
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in
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let d_inv_sq = (* D^{-1/2} *)
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Vector.map (fun x ->
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if x >= thresh then 1. /. x
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else 0. ) d_sqrt
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in
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if n < Vector.dim d_sqrt then
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Printf.printf "Removed linear dependencies below %f\n" (1. /. d.{n})
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;
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Matrix.scale_cols_inplace u d_inv_sq ;
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Matrix.gemm c u
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let qr_ortho m =
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(* Performed twice for precision *)
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let q, _ = Matrix.qr m in
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let q, _ = Matrix.qr q in
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q
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