svd.py 文件源码

def invert_svd(w_matrix, b_vector):

    # Compute the Moore-Penrose pseudo-inverse of a matrix from SVD
    inverse_w_matrix = np.matrix(linalg.pinv(w_matrix))

    # reshape b_vector into a column vector
    b_vector = b_vector.reshape((len(b_vector), 1))

    print(b_vector.shape)

    inverted_x_vector = (inverse_w_matrix * b_vector).flatten()

    return np.asarray(inverted_x_vector).flatten()