lsa.py 文件源码

def pca(m, k):
    from numpy.linalg import svd
    from numpy.linalg import eig
    from numpy.linalg import det
    u,s,v = svd(m)
    rs = np.sqrt(np.diag(s[:k]))
    x=np.dot(u[:,:k], rs)
    y=np.dot(rs, v[:k])
    mhat=np.dot(x, y)
    return s, x, y, mhat