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Python linalg.pinv函数代码示例

本文整理汇总了Python中scipy.linalg.pinv函数的典型用法代码示例。如果您正苦于以下问题:Python pinv函数的具体用法?Python pinv怎么用?Python pinv使用的例子?那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。


在下文中一共展示了pinv函数的15个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。

示例1: test_pinv_Z_alt

def test_pinv_Z_alt():
    ## Test pseudo-inverse computation of a complex double precision distributed matrix
    m, n = 7, 4

    gA = np.random.standard_normal((m, n)).astype(np.float64)
    gA = gA + 1.0J * np.random.standard_normal((m, n)).astype(np.float64)
    gA = np.dot(gA, gA.T.conj())
    assert np.linalg.matrix_rank(gA) < gA.shape[0] # no full rank
    gA = np.asfortranarray(gA)

    m, n = gA.shape

    dA = core.DistributedMatrix.from_global_array(gA, rank=0)

    pinvA = rt.pinv(dA)
    gpinvA = pinvA.to_global_array()
    gpinvA = gpinvA[:n, :]

    if rank == 0:
        assert not allclose(gA, np.dot(gA, np.dot(gpinvA, gA)))
        assert not allclose(gpinvA, np.dot(gpinvA, np.dot(gA, gpinvA)))
        spinvA = la.pinv(gA)
        assert allclose(gA, np.dot(gA, np.dot(spinvA, gA)))
        assert allclose(spinvA, np.dot(spinvA, np.dot(gA, spinvA)))
        assert not allclose(gpinvA, la.pinv(gA)) # compare with scipy result
开发者ID:jrs65,项目名称:scalapy,代码行数:25,代码来源:test_pinv.py

示例2: __m__

    def __m__(self, C1_ts, C2_ts, P_ts, P_t_tm1s, P_tm1s, G_ts):

        # Same as e step, we used initial observation to calculate the prior.
        n = self.n_observations() + 1

        C1_sum = np.sum(C1_ts, axis=2)
        P_t_sum = np.sum(P_ts, axis=2)
        P_t_tm1_sum_1tT = np.sum(P_t_tm1s[:, :, :], axis=2)
        P_tm1_sum_1tT = np.sum(P_tm1s[:, :, :], axis=2)

        # Output matrix fit.
        C = C1_sum @ pinv(P_t_sum)

        # Observation covariance fit.
        R = np.zeros((self.observations_size, self.observations_size))
        for t in range(n):
            R += C2_ts[:, :, t] - C @ G_ts[:, :, t]
        R *= 1.0/n

        # State dynamics
        A = P_t_tm1_sum_1tT @ pinv(P_tm1_sum_1tT)

        # Hidden Noise
        Q = 1.0/(n-1) * (np.sum(P_ts[:, :, 1:], axis=2) - A @ P_t_tm1_sum_1tT)

        # Control signal
        B = self.Bs[:, :, 0]
        D = self.Ds[:, :, 0]

        # Initial state
        init_mu = self.mus[:, :, 0]
        init_V = P_ts[:, :, 0] - init_mu @ init_mu.T

        return (A, B, C, D, Q, R), init_mu, init_V
开发者ID:Karlos7692,项目名称:Thesis,代码行数:34,代码来源:kalman.py

示例3: _fit

    def _fit(self, cov_a, cov_b):
        """Aux Function (modifies cov_a and cov_b in-place)."""
        cov_a /= np.trace(cov_a)
        cov_b /= np.trace(cov_b)
        # computes the eigen values
        lambda_, u = linalg.eigh(cov_a + cov_b)
        # sort them
        ind = np.argsort(lambda_)[::-1]
        lambda2_ = lambda_[ind]

        u = u[:, ind]
        p = np.dot(np.sqrt(linalg.pinv(np.diag(lambda2_))), u.T)

        # Compute the generalized eigen value problem
        w_a = np.dot(np.dot(p, cov_a), p.T)
        w_b = np.dot(np.dot(p, cov_b), p.T)
        # and solve it
        vals, vecs = linalg.eigh(w_a, w_b)
        # sort vectors by discriminative power using eigen values
        ind = np.argsort(np.maximum(vals, 1.0 / vals))[::-1]
        vecs = vecs[:, ind]
        # and project
        w = np.dot(vecs.T, p)

        self.filters_ = w
        self.patterns_ = linalg.pinv(w).T
开发者ID:rajul,项目名称:mne-python,代码行数:26,代码来源:csp.py

示例4: __init__

    def __init__(self, U, Y, statedim, reg=None):
        if size(shape(U)) == 1:
            U = reshape(U, (-1,1))
        if size(shape(Y)) == 1:
            Y = reshape(Y, (-1,1))
        if reg is None:
            reg = 0

        yDim = size(Y,1)
        uDim = size(U,1)

        self.output_size = size(Y,1) # placeholder

        # number of samples of past/future we'll mash together into a 'state'
        width = 1
        # total number of past/future pairings we get as a result
        K = size(U,0) - 2 * width + 1

        # build hankel matrices containing pasts and futures
        U_p = array([ravel(U[t : t + width]) for t in range(K)]).T
        U_f = array([ravel(U[t + width : t + 2 * width]) for t in range(K)]).T
        Y_p = array([ravel(Y[t : t + width]) for t in range(K)]).T
        Y_f = array([ravel(Y[t + width : t + 2 * width]) for t in range(K)]).T

        # solve the eigenvalue problem
        YfUfT = dot(Y_f, U_f.T)
        YfUpT = dot(Y_f, U_p.T)
        YfYpT = dot(Y_f, Y_p.T)
        UfUpT = dot(U_f, U_p.T)
        UfYpT = dot(U_f, Y_p.T)
        UpYpT = dot(U_p, Y_p.T)
        F = bmat([[None, YfUfT, YfUpT, YfYpT],
                  [YfUfT.T, None, UfUpT, UfYpT],
                  [YfUpT.T, UfUpT.T, None, UpYpT],
                  [YfYpT.T, UfYpT.T, UpYpT.T, None]])
        Ginv = bmat([[pinv(dot(Y_f,Y_f.T)), None, None, None],
                     [None, pinv(dot(U_f,U_f.T)), None, None],
                     [None, None, pinv(dot(U_p,U_p.T)), None],
                     [None, None, None, pinv(dot(Y_p,Y_p.T))]])
        F = F - eye(size(F, 0)) * reg

        # Take smallest eigenvalues
        _, W = eigs(Ginv.dot(F), k=statedim, which='SR')

        # State sequence is a weighted combination of the past
        W_U_p = W[ width * (yDim + uDim) : width * (yDim + uDim + uDim), :]
        W_Y_p = W[ width * (yDim + uDim + uDim):, :]
        X_hist = dot(W_U_p.T, U_p) + dot(W_Y_p.T, Y_p)

        # Regress; trim inputs to match the states we retrieved
        R = concatenate((X_hist[:, :-1], U[width:-width].T), 0)
        L = concatenate((X_hist[:, 1: ], Y[width:-width].T), 0)
        RRi = pinv(dot(R, R.T))
        RL  = dot(R, L.T)
        Sys = dot(RRi, RL).T
        self.A = Sys[:statedim, :statedim]
        self.B = Sys[:statedim, statedim:]
        self.C = Sys[statedim:, :statedim]
        self.D = Sys[statedim:, statedim:]
开发者ID:riscy,项目名称:mllm,代码行数:59,代码来源:system_identifier.py

示例5: _update_precisions

    def _update_precisions(self, X, z):
        """Update the variational distributions for the precisions"""
        n_features = X.shape[1]
        if self.covariance_type == 'spherical':
            self.dof_ = 0.5 * n_features * np.sum(z, axis=0)
            for k in xrange(self.n_components):
                # could be more memory efficient ?
                sq_diff = np.sum((X - self.means_[k]) ** 2, axis=1)
                self.scale_[k] = 1.
                self.scale_[k] += 0.5 * np.sum(z.T[k] * (sq_diff + n_features))
                self.bound_prec_[k] = (
                    0.5 * n_features * (
                        digamma(self.dof_[k]) - np.log(self.scale_[k])))
            self.precs_ = np.tile(self.dof_ / self.scale_, [n_features, 1]).T

        elif self.covariance_type == 'diag':
            for k in xrange(self.n_components):
                self.dof_[k].fill(1. + 0.5 * np.sum(z.T[k], axis=0))
                sq_diff = (X - self.means_[k]) ** 2  # see comment above
                self.scale_[k] = np.ones(n_features) + 0.5 * np.dot(
                    z.T[k], (sq_diff + 1))
                self.precs_[k] = self.dof_[k] / self.scale_[k]
                self.bound_prec_[k] = 0.5 * np.sum(digamma(self.dof_[k])
                                                    - np.log(self.scale_[k]))
                self.bound_prec_[k] -= 0.5 * np.sum(self.precs_[k])

        elif self.covariance_type == 'tied':
            self.dof_ = 2 + X.shape[0] + n_features
            self.scale_ = (X.shape[0] + 1) * np.identity(n_features)
            for k in xrange(self.n_components):
                    diff = X - self.means_[k]
                    self.scale_ += np.dot(diff.T, z[:, k:k + 1] * diff)
            self.scale_ = linalg.pinv(self.scale_)
            self.precs_ = self.dof_ * self.scale_
            self.det_scale_ = linalg.det(self.scale_)
            self.bound_prec_ = 0.5 * wishart_log_det(
                self.dof_, self.scale_, self.det_scale_, n_features)
            self.bound_prec_ -= 0.5 * self.dof_ * np.trace(self.scale_)

        elif self.covariance_type == 'full':
            for k in xrange(self.n_components):
                sum_resp = np.sum(z.T[k])
                self.dof_[k] = 2 + sum_resp + n_features
                self.scale_[k] = (sum_resp + 1) * np.identity(n_features)
                diff = X - self.means_[k]
                self.scale_[k] += np.dot(diff.T, z[:, k:k + 1] * diff)
                self.scale_[k] = linalg.pinv(self.scale_[k])
                self.precs_[k] = self.dof_[k] * self.scale_[k]
                self.det_scale_[k] = linalg.det(self.scale_[k])
                self.bound_prec_[k] = 0.5 * wishart_log_det(self.dof_[k],
                                                            self.scale_[k],
                                                            self.det_scale_[k],
                                                           n_features)
                self.bound_prec_[k] -= 0.5 * self.dof_[k] * np.trace(
                    self.scale_[k])
开发者ID:WeatherGod,项目名称:scikit-learn,代码行数:55,代码来源:dpgmm.py

示例6: ICC_rep_anova

def ICC_rep_anova(Y):

    # the data Y are entered as a 'table' ie subjects are in rows and repeated
    # measures in columns
    # flag = 1 returns design figure + question


    # ------------------------------------------------------------------------------------------
    #                   One Sample Repeated measure ANOVA
    #                   Y = XB + E with X = [FaTor / SubjeT]
    # ------------------------------------------------------------------------------------------

    [nb_subjects, nb_conditions] = Y.shape
    #print nb_subjects, nb_conditions
    df = nb_conditions - 1
    dfe = nb_subjects*nb_conditions - nb_subjects - df
    dfmodel = nb_subjects - df

    # create the design matrix for the different levels
    # ------------------------------------------------

    x = kron(eye(nb_conditions), ones((nb_subjects, 1)))# effect
    x0 = tile(eye(nb_subjects), (nb_conditions, 1))# subjeT
    X = hstack([x, x0])

    # Compute the repeated measure effect
    # ------------------------------------
    Y = Y.flatten(1)

    # Sum Square Total
    SST = dot((Y.reshape(-1,1) - tile(mean(Y), (Y.shape[0], 1))).T, (Y.reshape(-1,1) - tile(mean(Y), (Y.shape[0], 1))))

    # Sum Square SubjeT (error in the ANOVA model)
    M = dot(dot(X, pinv(dot(X.T,X))), X.T)
    R = eye(Y.shape[0]) - M
    SSS = dot(dot(Y.T,R),Y)
    MSS = SSS / dfe

    # Sum square effect (repeated measure)
    Betas = dot(pinv(x),Y)# compute without cst/subjects
    yhat = dot(x,Betas)
    SSE = diag(dot((yhat.reshape(-1,1) - tile(mean(yhat), (yhat.shape[0], 1))).T, (yhat.reshape(-1,1) - tile(mean(yhat), (yhat.shape[0], 1)))))
    # MSE    = SSE / df;

    # Sum Square error
    SSError = SST - SSS - SSE
    MSError = SSError / dfmodel

    # ICC(3,1) = (mean square subjeT - mean square error) / (mean square subjeT + (k-1)*-mean square error) 
    return -((MSS - MSError) / (MSS + df * MSError))
    

#Y = array([[1,2],[2,3.5]])
#print ICC_rep_anova(Y)
开发者ID:JohnGriffiths,项目名称:neuroutils,代码行数:54,代码来源:icc.py

示例7: bayesian_regression

def bayesian_regression(X, Y, K):
    d = K.shape[0]
    alpha = model_evidence(X, Y, K)
    V1_inv = np.eye(d)
    V2_inv = K
    # beta = (V1inv+alpha*V2inv)\(V1inv*Y'*X)/(X'*X)
    YTX = np.dot(Y.T, X)    
    XTX = np.dot(X.T, X)
    beta = np.dot(np.dot(linalg.pinv(V1_inv + alpha * V2_inv), 
                         np.dot(V1_inv, YTX)), linalg.pinv(XTX))
    return beta
开发者ID:bernardng,项目名称:codeSync,代码行数:11,代码来源:bayesian_regression.py

示例8: _cp3

def _cp3(X, n_components, tol, max_iter, init_type, random_state=None):
    """
    3 dimensional CANDECOMP/PARAFAC decomposition.

    This code is meant to be a tutorial/testing example... in general _cpN
    should be more compact and equivalent mathematically.
    """

    if len(X.shape) != 3:
        raise ValueError("CP3 decomposition only supports 3 dimensions!")

    if init_type == "random":
        A, B, C = _random_init(X, n_components, random_state)
    elif init_type == "hosvd":
        A, B, C = _hosvd_init(X, n_components)
    grams = [np.dot(arr.T, arr) for arr in (A, B, C)]
    err = 1E10

    for itr in range(max_iter):
        err_old = err
        A = matricize(X, 0).dot(kr(C, B)).dot(linalg.pinv(grams[1] * grams[2]))
        if itr == 0:
            normalization = np.sqrt((A ** 2).sum(axis=0))
        else:
            normalization = A.max(axis=0)
            normalization[normalization < 1] = 1
        A /= normalization
        grams[0] = np.dot(A.T, A)

        B = matricize(X, 1).dot(kr(C, A)).dot(linalg.pinv(grams[0] * grams[2]))
        if itr == 0:
            normalization = np.sqrt((B ** 2).sum(axis=0))
        else:
            normalization = B.max(axis=0)
            normalization[normalization < 1] = 1
        B /= normalization
        grams[1] = np.dot(B.T, B)

        C = matricize(X, 2).dot(kr(B, A)).dot(linalg.pinv(grams[0] * grams[1]))
        if itr == 0:
            normalization = np.sqrt((C ** 2).sum(axis=0))
        else:
            normalization = C.max(axis=0)
            normalization[normalization < 1] = 1
        C /= normalization
        grams[2] = np.dot(C.T, C)

        err = linalg.norm(matricize(X, 0) - np.dot(A, kr(C, B).T)) ** 2
        thresh = np.abs(err - err_old) / err_old
        if (thresh < tol) or (itr > max_iter):
            break

    return A, B, C
开发者ID:fabianp,项目名称:tensorlib,代码行数:53,代码来源:decomposition.py

示例9: _nipals_twoblocks_inner_loop

def _nipals_twoblocks_inner_loop(X, Y, mode="A", max_iter=500, tol=1e-06,
                                 norm_y_weights=False):
    """Inner loop of the iterative NIPALS algorithm.

    Provides an alternative to the svd(X'Y); returns the first left and right
    singular vectors of X'Y.  See PLS for the meaning of the parameters.  It is
    similar to the Power method for determining the eigenvectors and
    eigenvalues of a X'Y.
    """
    y_score = Y[:, [0]]
    x_weights_old = 0
    ite = 1
    X_pinv = Y_pinv = None
    eps = np.finfo(X.dtype).eps
    # Inner loop of the Wold algo.
    while True:
        # 1.1 Update u: the X weights
        if mode == "B":
            if X_pinv is None:
                X_pinv = linalg.pinv(X)   # compute once pinv(X)
            x_weights = np.dot(X_pinv, y_score)
        else:  # mode A
            # Mode A regress each X column on y_score
            x_weights = np.dot(X.T, y_score) / np.dot(y_score.T, y_score)
        # 1.2 Normalize u
        x_weights /= np.sqrt(np.dot(x_weights.T, x_weights)) + eps
        # 1.3 Update x_score: the X latent scores
        x_score = np.dot(X, x_weights)
        # 2.1 Update y_weights
        if mode == "B":
            if Y_pinv is None:
                Y_pinv = linalg.pinv(Y)    # compute once pinv(Y)
            y_weights = np.dot(Y_pinv, x_score)
        else:
            # Mode A regress each Y column on x_score
            y_weights = np.dot(Y.T, x_score) / np.dot(x_score.T, x_score)
        ## 2.2 Normalize y_weights
        if norm_y_weights:
            y_weights /= np.sqrt(np.dot(y_weights.T, y_weights)) + eps
        # 2.3 Update y_score: the Y latent scores
        y_score = np.dot(Y, y_weights) / (np.dot(y_weights.T, y_weights) + eps)
        ## y_score = np.dot(Y, y_weights) / np.dot(y_score.T, y_score) ## BUG
        x_weights_diff = x_weights - x_weights_old
        if np.dot(x_weights_diff.T, x_weights_diff) < tol or Y.shape[1] == 1:
            break
        if ite == max_iter:
            warnings.warn('Maximum number of iterations reached')
            break
        x_weights_old = x_weights
        ite += 1
    return x_weights, y_weights, ite
开发者ID:belltailjp,项目名称:scikit-learn,代码行数:51,代码来源:pls_.py

示例10: _update_precisions

    def _update_precisions(self):
        """Update the variational distributions for the precisions"""
        if self.cvtype == "spherical":
            self._a = 0.5 * self.n_features * np.sum(self._z, axis=0)
            for k in xrange(self.n_components):
                # XXX: how to avoid this huge temporary matrix in memory
                dif = self._X - self._means[k]
                self._b[k] = 1.0
                d = np.sum(dif * dif, axis=1)
                self._b[k] += 0.5 * np.sum(self._z.T[k] * (d + self.n_features))
                self._bound_prec[k] = 0.5 * self.n_features * (digamma(self._a[k]) - np.log(self._b[k]))
            self._precs = self._a / self._b

        elif self.cvtype == "diag":
            for k in xrange(self.n_components):
                self._a[k].fill(1.0 + 0.5 * np.sum(self._z.T[k], axis=0))
                ddif = self._X - self._means[k]  # see comment above
                for d in xrange(self.n_features):
                    self._b[k, d] = 1.0
                    dd = ddif.T[d] * ddif.T[d]
                    self._b[k, d] += 0.5 * np.sum(self._z.T[k] * (dd + 1))
                self._precs[k] = self._a[k] / self._b[k]
                self._bound_prec[k] = 0.5 * np.sum(digamma(self._a[k]) - np.log(self._b[k]))
                self._bound_prec[k] -= 0.5 * np.sum(self._precs[k])

        elif self.cvtype == "tied":
            self._a = 2 + self._X.shape[0] + self.n_features
            self._B = (self._X.shape[0] + 1) * np.identity(self.n_features)
            for i in xrange(self._X.shape[0]):
                for k in xrange(self.n_components):
                    dif = self._X[i] - self._means[k]
                    self._B += self._z[i, k] * np.dot(dif.reshape((-1, 1)), dif.reshape((1, -1)))
            self._B = linalg.pinv(self._B)
            self._precs = self._a * self._B
            self._detB = linalg.det(self._B)
            self._bound_prec = 0.5 * detlog_wishart(self._a, self._B, self._detB, self.n_features)
            self._bound_prec -= 0.5 * self._a * np.trace(self._B)

        elif self.cvtype == "full":
            for k in xrange(self.n_components):
                T = np.sum(self._z.T[k])
                self._a[k] = 2 + T + self.n_features
                self._B[k] = (T + 1) * np.identity(self.n_features)
                for i in xrange(self._X.shape[0]):
                    dif = self._X[i] - self._means[k]
                    self._B[k] += self._z[i, k] * np.dot(dif.reshape((-1, 1)), dif.reshape((1, -1)))
                self._B[k] = linalg.pinv(self._B[k])
                self._precs[k] = self._a[k] * self._B[k]
                self._detB[k] = linalg.det(self._B[k])
                self._bound_prec[k] = 0.5 * detlog_wishart(self._a[k], self._B[k], self._detB[k], self.n_features)
                self._bound_prec[k] -= 0.5 * self._a[k] * np.trace(self._B[k])
开发者ID:yikuizhai,项目名称:scikit-learn,代码行数:51,代码来源:dpgmm.py

示例11: __init__

    def __init__(self, X, Y, rank, reg=None):
        if size(shape(X)) == 1:
            X = reshape(X, (-1, 1))
        if size(shape(Y)) == 1:
            Y = reshape(Y, (-1, 1))
        if reg is None:
            reg = 0
        self.rank = rank

        CXX = dot(X.T, X) + reg * eye(size(X, 1))
        CXY = dot(X.T, Y)
        _U, _S, V = svd(dot(CXY.T, dot(pinv(CXX), CXY)))
        self.W = V[0:rank, :].T
        self.A = dot(pinv(CXX), dot(CXY, self.W)).T
开发者ID:riscy,项目名称:mllm,代码行数:14,代码来源:reduced_rank_regressor.py

示例12: _nipals_twoblocks_inner_loop

def _nipals_twoblocks_inner_loop(X, Y, mode="A", max_iter=500, tol=1e-06):
    """Inner loop of the iterative NIPALS algorithm. provide an alternative
    of the svd(X'Y) ie. return the first left and rigth singular vectors of X'Y
    See PLS for the meaning of the parameters.
    It is similar to the Power method for determining the eigenvectors and
    eigenvalues of a X'Y
    """
    y_score = Y[:, [0]]
    u_old = 0
    ite = 1
    X_pinv = Y_pinv = None
    # Inner loop of the Wold algo.
    while True:
        # 1.1 Update u: the X weights
        if mode is "B":
            if X_pinv is None:
                X_pinv = linalg.pinv(X)   # compute once pinv(X)
            u = np.dot(X_pinv, y_score)
        else:  # mode A
        # Mode A regress each X column on y_score
            u = np.dot(X.T, y_score) / np.dot(y_score.T, y_score)
        # 1.2 Normalize u
        u /= np.sqrt(np.dot(u.T, u))
        # 1.3 Update x_score: the X latent scores
        x_score = np.dot(X, u)

        # 2.1 Update v: the Y weights
        if mode is "B":
            if Y_pinv is None:
                Y_pinv = linalg.pinv(Y)    # compute once pinv(Y)
            v = np.dot(Y_pinv, x_score)
        else:
            # Mode A regress each X column on y_score
            v = np.dot(Y.T, x_score) / np.dot(x_score.T, x_score)
        # 2.2 Normalize v
        v /= np.sqrt(np.dot(v.T, v))
        # 2.3 Update y_score: the Y latent scores
        y_score = np.dot(Y, v)

        u_diff = u - u_old
        if np.dot(u_diff.T, u_diff) < tol or Y.shape[1] == 1:
            break
        if ite == max_iter:
            warnings.warn('Maximum number of iterations reached')
            break
        u_old = u
        ite += 1
    return u, v
开发者ID:dattanchu,项目名称:scikit-learn,代码行数:48,代码来源:pls.py

示例13: preProcess

def preProcess(u,y,NumDict):
    
    NumInputs = u.shape[0]
    NumOutputs = y.shape[0]
    NumRows = NumDict['Rows']
    NumCols = NumDict['Columns']
    NSig = NumDict['Dimension']
    UPast,UFuture = getHankelMatrices(u,NumRows,NumCols)
    YPast,YFuture = getHankelMatrices(y,NumRows,NumCols)
    Data = np.vstack((UPast,UFuture,YPast))
    L = la.lstsq(Data.T,YFuture.T)[0].T
    Z = np.dot(L,Data)
    DataShift = np.vstack((UPast,UFuture[NumInputs:],YPast))
    LShift = la.lstsq(DataShift.T,YFuture[NumOutputs:].T)[0].T
    ZShift = np.dot(LShift,DataShift)

    L1 = L[:,:NumInputs*NumRows]
    L3 = L[:,2*NumInputs*NumRows:]

    LPast = np.hstack((L1,L3))
    DataPast = np.vstack((UPast,YPast))

    U, S, Vt = la.svd(np.dot(LPast,DataPast))
    
    Sig = np.diag(S[:NSig])
    SigRt = np.diag(np.sqrt(S[:NSig]))
    Gamma = np.dot(U[:,:NSig],SigRt)
    GammaLess = Gamma[:-NumOutputs]

    GammaPinv = la.pinv(Gamma)
    GammaLessPinv = la.pinv(GammaLess)

    GamShiftSolve = la.lstsq(GammaLess,ZShift)[0]


    GamSolve = la.lstsq(Gamma,Z)[0]
    GamData = np.vstack((GamSolve,UFuture))

    GamYData = np.vstack((GamShiftSolve,YFuture[:NumOutputs]))
    # Should probably move to a better output structure
    # One that doesn't depent so heavily on ordering

    GammaDict = {'Data':GamData,
                 'DataLess':GammaLess,
                 'DataY':GamYData,
                 'Pinv': GammaPinv,
                 'LessPinv': GammaLessPinv}
    return GammaDict,S
开发者ID:AndyLamperski,项目名称:pyN4SID,代码行数:48,代码来源:ssid.py

示例14: calculateGradient

    def calculateGradient(self):
        # normalize rewards
        # self.dataset.data['reward'] /= max(ravel(abs(self.dataset.data['reward'])))

        # initialize variables
        R = ones((self.dataset.getNumSequences(), 1), float)
        X = ones((self.dataset.getNumSequences(), self.loglh.getDimension('loglh') + 1), float)

        # collect sufficient statistics
        print self.dataset.getNumSequences()
        for n in range(self.dataset.getNumSequences()):
            _state, _action, reward = self.dataset.getSequence(n)
            seqidx = ravel(self.dataset['sequence_index'])
            if n == self.dataset.getNumSequences() - 1:
                # last sequence until end of dataset
                loglh = self.loglh['loglh'][seqidx[n]:, :]
            else:
                loglh = self.loglh['loglh'][seqidx[n]:seqidx[n + 1], :]

            X[n, :-1] = sum(loglh, 0)
            R[n, 0] = sum(reward, 0)

        # linear regression
        beta = dot(pinv(X), R)
        return beta[:-1]
开发者ID:DanSGraham,项目名称:School-Projects,代码行数:25,代码来源:enac.py

示例15: test_simple_complex

 def test_simple_complex(self):
     a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
          + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]], dtype=float))
     a_pinv = pinv(a)
     assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
     a_pinv = pinv2(a)
     assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
开发者ID:7924102,项目名称:scipy,代码行数:7,代码来源:test_basic.py


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