[问题] make_low_rank_matrix函数

楼主: Angesi (小云豹)   2018-11-30 15:51:23
大家好:
最近在看生成资料的code (搜寻档案:samples_generator.py)(要装anaconda)
里面有一函式:make_low_rank_matrix
我印像中线代有教过SVD 就是把矩形的matrix A分解成 A = U Σ V'
Σ的对角线的非0值 就是singular value
但他的说明实在让人一头雾水:
Most of the variance can be explained by a bell-shaped curve of width
effective_rank: the low rank part of the singular values profile is::
(1 - tail_strength) * exp(-1.0 * (i / effective_rank) ** 2)
The remaining singular values' tail is fat, decreasing as::
tail_strength * exp(-0.1 * i / effective_rank).
这上面两个式子中,可以找哪本书或文章
来理解这式子的来龙去脉?

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