svd

Any reason why Octave, R, Numpy and LAPACK yield different SVD results on the same matrix?

佐手、 提交于 2020-01-22 18:38:10
问题 I'm using Octave and R to compute SVD using a simple matrix and getting two different answers! The code is listed below: R > a<-matrix(c(1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0,1,1,1), 9, 4) > a [,1] [,2] [,3] [,4] [1,] 1 1 0 0 [2,] 1 1 0 0 [3,] 1 1 0 0 [4,] 1 0 1 0 [5,] 1 0 1 0 [6,] 1 0 1 0 [7,] 1 0 0 1 [8,] 1 0 0 1 [9,] 1 0 0 1 > a.svd <- svd(a) > a.svd$d [1] 3.464102e+00 1.732051e+00 1.732051e+00 1.922963e-16 > a.svd$u [,1] [,2] [,3] [,4] [1,] -0.3333333 0.4714045

accessing eigenvalues in RSSA package in R

狂风中的少年 提交于 2020-01-16 11:27:40
问题 I am using RSSA package in R and I need to access the eigenvalues. using the following code I can plot the components. However, I need to access all eigenvalues as numbers. require(Rssa) t=ssa(co2) plot(t) 回答1: I know almost nothing about this package. I'm taking from context that you want the values that are plotted on the y-axis of that graphic. Lacking a reproducible example, I turn to the ?ssa help page and use the first example: > s <- ssa(co2) > > plot(s) So that looks like your plot:

accessing eigenvalues in RSSA package in R

我与影子孤独终老i 提交于 2020-01-16 11:26:28
问题 I am using RSSA package in R and I need to access the eigenvalues. using the following code I can plot the components. However, I need to access all eigenvalues as numbers. require(Rssa) t=ssa(co2) plot(t) 回答1: I know almost nothing about this package. I'm taking from context that you want the values that are plotted on the y-axis of that graphic. Lacking a reproducible example, I turn to the ?ssa help page and use the first example: > s <- ssa(co2) > > plot(s) So that looks like your plot:

关于推荐系统的综述

£可爱£侵袭症+ 提交于 2020-01-13 20:50:28
推荐系统中的深度匹配模型 辛俊波 DataFunTalk 今天 文章作者:辛俊波 腾讯 高级研究员 编辑整理:Hoh Xil 内容来源:作者授权 文章出品:DataFunTalk 注:转载请联系作者本人。 导读: 推荐系统和搜索应该是机器学习乃至深度学习在工业界落地应用最多也最容易变现的场景。而无论是搜索还是推荐,本质其实都是匹配,搜索的本质是给定 query,匹配 doc;推荐的本质是给定 user,推荐 item。本文主要讲推荐系统里的匹配问题,包括传统匹配模型和深度学习模型。 深度学习之风虽然愈演愈烈,但背后体现的矩阵分解思想、协同过滤思想等其实一直都是贯穿其中,如 svd++ 体现的 userCF 和 itemCF 的思想,FM 模型本质上可以退化成以上大多数模型等。多对这些方法做总结,有助于更深刻理解不同模型之间的关联。 图1 推荐和搜索的本质,都是 match 的过程 PS:本文主要启发来源 SIGIR2018:Deep Learning for Matching in Search and Recommendation,重点阐述搜索和推荐中的深度匹配问题,非常 solid 的综述,针对里面的一些方法,尤其是 feature-based 的深度学习方法增加了近期一些相关 paper。 本文主要分为以下几部分: ❶ 推荐系统概述 ❷ 推荐系统的传统匹配模型 ❸ 基于

SVD分解理论

谁都会走 提交于 2020-01-11 03:58:47
## 矩阵SVD分解的理论基础 首先,我们先说明什么是矩阵的奇异值分解(single value decomposition),简称SVD。 给定一个矩阵 A ∈ R m × n A \in R^{m \times n} A ∈ R m × n , 设它的秩为r,则它具有以下的分解形式 A m × n = U m × m Σ m × n V n × n T A_{m \times n} = U_{m \times m} \Sigma_{m \times n} V_{n \times n}^T A m × n ​ = U m × m ​ Σ m × n ​ V n × n T ​ 其中,U是正交矩阵,其列向量是 A A T AA^T A A T 的单位特征向量,V 也是正交矩阵,其列向量是对应的 A T A A^TA A T A 的单位特征向量, Σ \Sigma Σ 具有下述的形式 Σ = ( Σ 1 O O O ) \Sigma = \left( \begin{array}{cc} \Sigma_1 & O \\ O & O\end{array} \right) Σ = ( Σ 1 ​ O ​ O O ​ ) 且 Σ 1 = d i a g ( σ 1 , σ 2 , … , σ r ) \Sigma_1 = diag(\sigma_1,\sigma_2,\ldots,

fixed point singular value decomposition in c/c++ [closed]

流过昼夜 提交于 2020-01-07 09:44:39
问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed 6 years ago . I am looking for some c/c++ libraries to do fixed point singular value decomposition or eigenvalue decomposition. Do you know any libraries or any pointers to existing codes? Thanks 回答1: There is a good answer to your question in this thread: Single Value Decomposition implementation C++ Also, @Bathsheba is

fixed point singular value decomposition in c/c++ [closed]

时光怂恿深爱的人放手 提交于 2020-01-07 09:44:13
问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed 6 years ago . I am looking for some c/c++ libraries to do fixed point singular value decomposition or eigenvalue decomposition. Do you know any libraries or any pointers to existing codes? Thanks 回答1: There is a good answer to your question in this thread: Single Value Decomposition implementation C++ Also, @Bathsheba is

fixed point singular value decomposition in c/c++ [closed]

我怕爱的太早我们不能终老 提交于 2020-01-07 09:43:50
问题 Closed. This question is off-topic. It is not currently accepting answers. Want to improve this question? Update the question so it's on-topic for Stack Overflow. Closed 6 years ago . I am looking for some c/c++ libraries to do fixed point singular value decomposition or eigenvalue decomposition. Do you know any libraries or any pointers to existing codes? Thanks 回答1: There is a good answer to your question in this thread: Single Value Decomposition implementation C++ Also, @Bathsheba is

Strange behaviour when computing svd on a covariance matrix: different results between Microsoft R and vanilla R

巧了我就是萌 提交于 2020-01-06 22:51:30
问题 I was doing some principal component analysis on my macbook running Microsoft R 3.3.0 when I got some strange results. Double checking with a colleague, I've realised that the output of the SVD function was different from what I may get by using vanilla R. This is the reproducible result, please load the file (~78 Mb) here With Microsoft R 3.3.0 (x86_64-apple-darwin14.5.0) I get: >> sv <- svd(Cx) >> print(sv$d[1:10]) [1] 122.73664 104.45759 90.52001 87.21890 81.28256 74.33418 73.29427 66

Machine Learning Cocktail Party Audio Application

北城余情 提交于 2020-01-02 09:59:15
问题 I have a question with regards to this post: cocktail party algorithm SVD implementation ... in one line of code? I realize there are similar questions to this. However, please note that my particular question takes things in a new direction, inasmuch that I'm looking for a purely Python equivalent. Is this procedure as elegant/simple when written in Python 3.5 (as opposed to the original Octave 'one line of code')? Also include any relevant Python libraries for this kind of application. Of