dmdbase.py 文件源码

python
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项目:PyDMD 作者: mathLab 项目源码 文件源码
def _build_lowrank_op(U, s, V, Y):
        """
        Private method that computes the lowrank operator from the singular
        value decomposition of matrix X and the matrix Y.

        .. math::

            \\mathbf{\\tilde{A}} =
                \\mathbf{U}^* \\mathbf{Y} \\mathbf{X}^\\dagger \\mathbf{U} =
                \\mathbf{U}^* \\mathbf{Y} \\mathbf{V} \\mathbf{S}^{-1}

        :param numpy.ndarray U: 2D matrix that contains the left-singular
            vectors of X, stored by column.
        :param numpy.ndarray s: 1D array that contains the singular values of X.
        :param numpy.ndarray V: 2D matrix that contains the right-singular
            vectors of X, stored by row.
        :param numpy.ndarray Y: input matrix Y.
        :return: the lowrank operator
        :rtype: numpy.ndarray
        """
        return U.T.conj().dot(Y).dot(V) * np.reciprocal(s)
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