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20 lines
497 B
Python
20 lines
497 B
Python
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# !!!
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import numpy as np
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from QR import QR_fact
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# !!!
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def powit_RSVD(X, new_r, nb_powit, nb_oversamp):
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# !!!
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G = np.random.randn(X.shape[1], new_r+nb_oversamp)
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Q = QR_fact( np.dot(X,G) )
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# !!!
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for _ in range(nb_powit):
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Q = QR_fact( np.dot(X.T,Q) )
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Q = QR_fact( np.dot(X,Q) )
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# !!!
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Y = np.dot(Q.T,X)
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# !!!
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U, S, VT = np.linalg.svd(Y, full_matrices=0)
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U = np.dot(Q,U)
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return U[:,:(new_r)], S[:(new_r)], VT[:(new_r),:]
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# !!!
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# !!!
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