svd.py 文件源码

def __init__(self, X, kern, M):
        super(SVD, self).__init__("SVD")

        start = time.time()
        self.X = X
        self.kern = kern

        K = kern.K(X, X)
        N = np.shape(X)[0]

        #(self.U, self.Sigma, self.VT) = fb.pca(K, M)#, n_iter=1, l=M)
        self.U, self.Sigma, self.VT = randomized_svd(K, M)
        self.precon = np.dot(self.U, np.dot(np.diag(self.Sigma), self.VT)) + self.kern.noise*np.identity(N)
        self.duration = time.time() - start