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RyotaBannai/projecting_samples_2.py

Last active December 19, 2018 16:24
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projecting_samples_2.py
rng = np.random.RandomState(1)
X_raw = np.dot(rng.rand(2, 2), rng.randn(2, 200)).T
X_mean = X_raw.mean(axis=0)
X -= X_mean
U, s, Vt = LA.svd(X, full_matrices=False)
V = Vt.T
S = np.diag(s)
e_values = (s ** 2) / X.shape[0]
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