ridge.py 文件源码

def _pre_compute(self, X, y):
        # even if X is very sparse, K is usually very dense
        K = safe_sparse_dot(X, X.T, dense_output=True)
        v, Q = linalg.eigh(K)
        QT_y = np.dot(Q.T, y)
        return v, Q, QT_y