bench_plot_randomized_svd.py 文件源码

python
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项目:Parallel-SGD 作者: angadgill 项目源码 文件源码
def svd_timing(X, n_comps, n_iter, n_oversamples,
               power_iteration_normalizer='auto', method=None):
    """
    Measure time for decomposition
    """
    print("... running SVD ...")
    if method is not 'fbpca':
        gc.collect()
        t0 = time()
        U, mu, V = randomized_svd(X, n_comps, n_oversamples, n_iter,
                                  power_iteration_normalizer,
                                  random_state=random_state, transpose=False)
        call_time = time() - t0
    else:
        gc.collect()
        t0 = time()
        # There is a different convention for l here
        U, mu, V = fbpca.pca(X, n_comps, raw=True, n_iter=n_iter,
                             l=n_oversamples+n_comps)
        call_time = time() - t0

    return U, mu, V, call_time
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