qvec_cca2.py 文件源码

def ComputeCCA(X, Y):
  assert X.shape[0] == Y.shape[0], (X.shape, Y.shape, "Unequal number of rows")
  assert X.shape[0] > 1, (X.shape, "Must have more than 1 row")

  X = NormCenterMatrix(X)
  Y = NormCenterMatrix(Y)
  X_q, _, _ = decomp_qr.qr(X, overwrite_a=True, mode='economic', pivoting=True)
  Y_q, _, _ = decomp_qr.qr(Y, overwrite_a=True, mode='economic', pivoting=True)
  C = np.dot(X_q.T, Y_q)
  r = linalg.svd(C, full_matrices=False, compute_uv=False)
  d = min(X.shape[1], Y.shape[1])
  r = r[:d]
  r = np.minimum(np.maximum(r, 0.0), 1.0)  # remove roundoff errs
  return r.mean()