gpUtils.py 文件源码

def removeTopPCs(X, numRemovePCs):  
    t0 = time.time()
    X_mean = X.mean(axis=0)
    X -= X_mean
    XXT = symmetrize(blas.dsyrk(1.0, X, lower=0))
    s,U = la.eigh(XXT)
    if (np.min(s) < -1e-4): raise Exception('Negative eigenvalues found')
    s[s<0]=0
    ind = np.argsort(s)[::-1]
    U = U[:, ind]
    s = s[ind]
    s = np.sqrt(s)

    #remove null PCs
    ind = (s>1e-6)
    U = U[:, ind]
    s = s[ind]

    V = X.T.dot(U/s)    
    #print 'max diff:', np.max(((U*s).dot(V.T) - X)**2)
    X = (U[:, numRemovePCs:]*s[numRemovePCs:]).dot((V.T)[numRemovePCs:, :])
    X += X_mean

    return X