gauss.py 文件源码

def get_dimensions(self):
        # Calculate within class scatter
        Sw = np.sum(self._scatter_matrix_by_class.values(),
                    axis=0)

        # Calculate between class scatter
        s = (self._p, self._p)
        Sb = np.zeros(s)
        for k in self._classes:
            a = self._mean_vector_by_class[k] - self._global_mean_vector
            Sb += self._N_by_class[k] * a.dot(a.T)

        # Compute eigenvectors
        Sw_inv = inv(Sw)
        A = Sw_inv.dot(Sb)
        eigen_values, eigen_vectors = eig(A)
        idx = np.argsort(eigen_values)
        eigen_vectors = eigen_vectors[idx][::-1]
        return eigen_vectors