Facebook fast SVD/PCA test

fbpca_test.py

import unittest
import numpy as np
import fbpca
from scipy.linalg import qr, lu

class FBPCATest(unittest.TestCase):

    def test1(self):
        a = np.matrix([
            [1, 5, 10, 1, 18],
            [2, 14, 11, 7, 25],
            [3, 17, 15, 6, 17],
            [4, 10, 27, 9, 25],
            [5, 11, 10, 12, 36]
        ])
        u, s, v = fbpca.pca(a, k=2, raw=True)
        U, S, Va = np.linalg.svd(a)
        print("U from FBPCA")
        print(u)
        print("U from normal SVD")
        print(U)
        print("Singular Values from FBPCA")
        print(s)
        print("Singular values from normal SVD")
        print(S)
        print("Va from FBPCA")
        print(v)
        print("VA from normal SVD")
        print(Va)
        # k = fbpca.diffsnorm(a, u, s, v, n_iter=20)
        # print(k)
        print(a - u.dot(np.diag(s).dot(v)))
        print("Done")

        


if __name__ == "__main__":
    unittest.main()