wgcca.py 文件源码

def _batch_incremental_pca(x, G, S):
    r = G.shape[1]
    b = x.shape[0]

    xh = G.T.dot(x)
    H  = x - G.dot(xh)
    J, W = scipy.linalg.qr(H, overwrite_a=True, mode='full', check_finite=False)

    Q = np.bmat( [[np.diag(S), xh], [np.zeros((b,r), dtype=np.float32), W]] )

    G_new, St_new, Vtoss = scipy.linalg.svd(Q, full_matrices=False, check_finite=False)
    St_new=St_new[:r]
    G_new= np.asarray(np.bmat([G, J]).dot( G_new[:,:r] ))

    return G_new, St_new