mirror of
https://gitlab.com/scemama/qp_plugins_scemama.git
synced 2024-08-30 15:53:46 +02:00
20 lines
497 B
Python
20 lines
497 B
Python
# !!!
|
|
import numpy as np
|
|
from QR import QR_fact
|
|
# !!!
|
|
def powit_RSVD(X, new_r, nb_powit, nb_oversamp):
|
|
# !!!
|
|
G = np.random.randn(X.shape[1], new_r+nb_oversamp)
|
|
Q = QR_fact( np.dot(X,G) )
|
|
# !!!
|
|
for _ in range(nb_powit):
|
|
Q = QR_fact( np.dot(X.T,Q) )
|
|
Q = QR_fact( np.dot(X,Q) )
|
|
# !!!
|
|
Y = np.dot(Q.T,X)
|
|
# !!!
|
|
U, S, VT = np.linalg.svd(Y, full_matrices=0)
|
|
U = np.dot(Q,U)
|
|
return U[:,:(new_r)], S[:(new_r)], VT[:(new_r),:]
|
|
# !!!
|
|
# !!! |