Python Util.safeSvd方法代码示例

# 需要导入模块: from sandbox.util.Util import Util [as 别名]
# 或者: from sandbox.util.Util.Util import safeSvd [as 别名]
    def eigenAdd2(omega, Q, Y1, Y2, k, debug= False):
        """
        Compute an approximation of the eigendecomposition A^*A + Y1Y2^* +Y2Y1^*
        in which Y1, Y2 are low rank matrices, Y1^*Y2=0 and A^*A = Q Omega Q*. We 
        use the rank-k approximation of A^*A: Q_k Omega_k Q_k^* and then find
        [A^*A_k + Y1Y2^* + Y2Y1^*]. If debug=False then pi, V are returned which 
        respectively correspond to all the eigenvalues/eigenvectors of 
        [A^*A_k + Y1Y2^* + Y2Y1^*]. 
        """
        #logging.debug("< eigenAdd2 >")
        Parameter.checkInt(k, 0, float('inf'))
        Parameter.checkClass(omega, numpy.ndarray)
        Parameter.checkClass(Q, numpy.ndarray)
        Parameter.checkClass(Y1, numpy.ndarray)
        Parameter.checkClass(Y2, numpy.ndarray)
        if not numpy.isrealobj(omega) or not numpy.isrealobj(Q):
            logging.warn("Eigenvalues or eigenvectors are not real")
        if not numpy.isrealobj(Y1) or not numpy.isrealobj(Y2):
            logging.warn("Y1 or Y2 are not real")
        if omega.ndim != 1:
            raise ValueError("omega must be 1-d array")
        if omega.shape[0] != Q.shape[1]:
            raise ValueError("Must have same number of eigenvalues and eigenvectors")
        if Q.shape[0] != Y1.shape[0]:
            raise ValueError("Q must have the same number of rows as Y1 rows")
        if Q.shape[0] != Y2.shape[0]:
            raise ValueError("Q must have the same number of rows as Y2 rows")
        if Y1.shape[1] != Y2.shape[1]:
            raise ValueError("Y1 must have the same number of columns as Y2 columns")

        if __debug__:
            Parameter.checkArray(omega, softCheck=True, arrayInfo="omega as input in eigenAdd2()")
            Parameter.checkArray(Q, softCheck=True, arrayInfo="Q as input in eigenAdd2()")
            Parameter.checkOrthogonal(Q, tol=EigenUpdater.tol, softCheck=True, arrayInfo="Q as input in eigenAdd2()")
            Parameter.checkArray(Y1, softCheck=True, arrayInfo="Y1 as input in eigenAdd2()")
            Parameter.checkArray(Y2, softCheck=True, arrayInfo="Y2 as input in eigenAdd2()")
            


        #Get first k eigenvectors/values of A^*A
        omega, Q = Util.indEig(omega, Q, numpy.flipud(numpy.argsort(omega))[0:k])

        QY1 = Q.conj().T.dot(Y1)
        Y1bar = Y1 - Q.dot(QY1)

        P1bar, sigma1Bar, Q1bar = Util.safeSvd(Y1bar)
        inds = numpy.arange(sigma1Bar.shape[0])[numpy.abs(sigma1Bar)>EigenUpdater.tol]
        P1bar, sigma1Bar, Q1bar = Util.indSvd(P1bar, sigma1Bar, Q1bar, inds)
        # checks on SVD decomposition of Y1bar
        if __debug__:
            Parameter.checkArray(QY1, softCheck=True, arrayInfo="QY1 in eigenAdd2()")
            Parameter.checkArray(Y1bar, softCheck=True, arrayInfo="Y1bar in eigenAdd2()")
            Parameter.checkArray(P1bar, softCheck=True, arrayInfo="P1bar in eigenAdd2()")
            if not Parameter.checkOrthogonal(P1bar, tol=EigenUpdater.tol, softCheck=True, arrayInfo="P1bar in eigenAdd2()", investigate=True):
                print ("corresponding sigma: ", sigma1Bar)
            Parameter.checkArray(sigma1Bar, softCheck=True, arrayInfo="sigma1Bar in eigenAdd2()")
            Parameter.checkArray(Q1bar, softCheck=True, arrayInfo="Q1bar in eigenAdd2()")
            if not Parameter.checkOrthogonal(Q1bar, tol=EigenUpdater.tol, softCheck=True, arrayInfo="Q1bar in eigenAdd2()"):
                print ("corresponding sigma: ", sigma1Bar)

        del Y1bar

        P1barY2 = P1bar.conj().T.dot(Y2)
        QY2 = Q.conj().T.dot(Y2)
        Y2bar = Y2 - Q.dot(QY2) - P1bar.dot(P1barY2)
        
        P2bar, sigma2Bar, Q2bar = Util.safeSvd(Y2bar)
        inds = numpy.arange(sigma2Bar.shape[0])[numpy.abs(sigma2Bar)>EigenUpdater.tol]
        P2bar, sigma2Bar, Q2bar = Util.indSvd(P2bar, sigma2Bar, Q2bar, inds)
        # checks on SVD decomposition of Y1bar
        if __debug__:
            Parameter.checkArray(P1barY2, softCheck=True, arrayInfo="P1barY2 in eigenAdd2()")
            Parameter.checkArray(QY2, softCheck=True, arrayInfo="QY2 in eigenAdd2()")
            Parameter.checkArray(Y2bar, softCheck=True, arrayInfo="Y2bar in eigenAdd2()")
            Parameter.checkArray(P2bar, softCheck=True, arrayInfo="P2bar in eigenAdd2()")
            Parameter.checkOrthogonal(P2bar, tol=EigenUpdater.tol, softCheck=True, arrayInfo="P2bar in eigenAdd2()")
            Parameter.checkArray(sigma2Bar, softCheck=True, arrayInfo="sigma2Bar in eigenAdd2()")
            Parameter.checkArray(Q2bar, softCheck=True, arrayInfo="Q2bar in eigenAdd2()")
            Parameter.checkOrthogonal(Q2bar, tol=EigenUpdater.tol, softCheck=True, arrayInfo="Q2bar in eigenAdd2()")

        del Y2bar 

        r = omega.shape[0]
        p = Y1.shape[1]
        p1 = sigma1Bar.shape[0]
        p2 = sigma2Bar.shape[0]

        D = numpy.c_[Q, P1bar, P2bar]
        del P1bar
        del P2bar 
        # rem: A*s = A.dot(diag(s)) ; A*s[:,new] = diag(s).dot(A)
        DStarY1 = numpy.r_[QY1, sigma1Bar[:,numpy.newaxis] * Q1bar.conj().T, numpy.zeros((p2, p))]
        DStarY2 = numpy.r_[QY2, P1barY2, sigma2Bar[:,numpy.newaxis] * Q2bar.conj().T]
        DStarY1Y2StarD = DStarY1.dot(DStarY2.conj().T)

        del DStarY1
        del DStarY2
        
        r = omega.shape[0]
        F = numpy.zeros((r+p1+p2, r+p1+p2))
#.........这里部分代码省略.........