decompose.py 文件源码

def YYT(Y, n_components=None, DEBUG=False):
    """
    Param:
        Y: n x d
        n_components: use 'mle' to guess
    Returns:
        P: d x d'
        QT: d' x d
    """
    newdata = Y.copy()
    model = PCA(n_components=n_components)

    if len(newdata.shape) != 2:
        newdata = newdata.reshape((newdata.shape[0], -1))
    #TODO center data
    model.fit(newdata)
    if DEBUG: from IPython import embed; embed()

    return model.components_.T, model.components_

#def GSVD(Z, Y):
#    NotImplementedError
#    return [U,V,X,C,S]