fastica_.py 文件源码

def _sym_decorrelation(W):
    """ Symmetric decorrelation
    i.e. W <- (W * W.T) ^{-1/2} * W
    """
    s, u = linalg.eigh(np.dot(W, W.T))
    # u (resp. s) contains the eigenvectors (resp. square roots of
    # the eigenvalues) of W * W.T
    return np.dot(np.dot(u * (1. / np.sqrt(s)), u.T), W)