mypca.py 文件源码

def sv_thresh(X, t, k):
    m, n = X.shape
    U, s, V = randomized_svd(X, k)  #pca(X, raw=True, k=25)
    # Number of singular values greater than `t`
    greater_sv = np.sum(s > t)
    s = soft_thresh(s, t)
    S = np.diag(s)
    ret = np.dot(U, np.dot(S, V))
    assert ret.shape == X.shape
    return ret, greater_sv