sketch.py 文件源码

def __simultaneous_iteration(self, A, k, eps):
        n, d = A.shape

        q = int(np.log((n / eps) / eps))
        G = np.random.normal(0., 1., (d, k))

        # Gram-Schmidt
        Y = np.dot(np.dot(ln.matrix_power(np.dot(A, A.T), q), A), G)  # (n, k)
        Q, R = ln.qr(Y, mode='complete')

        return Q