signal_base.py 文件源码

def _solve_2D2(self, X, Z):
        """Solves :math:`Z^T N^{-1}X`, where :math:`X`
        and :math:`Z` are 2-d arrays.
        """

        ZNX = np.dot(Z.T / self._nvec, X)
        for slc, jv in zip(self._slices, self._jvec):
            if slc.stop - slc.start > 1:
                Zblock = Z[slc, :]
                Xblock = X[slc, :]
                niblock = 1 / self._nvec[slc]
                beta = 1.0 / (np.einsum('i->', niblock)+1.0/jv)
                zn = np.dot(niblock, Zblock)
                xn = np.dot(niblock, Xblock)
                ZNX -= beta * np.outer(zn.T, xn)
        return ZNX