[問題] make_low_rank_matrix函數

作者: Angesi (小雲豹)   2018-11-30 15:51:23
大家好:
最近在看生成資料的code (搜尋檔案:samples_generator.py)(要裝anaconda)
裡面有一函式:make_low_rank_matrix
我印像中線代有教過SVD 就是把矩形的matrix A分解成 A = U Σ V'
Σ的對角線的非0值 就是singular value
但他的說明實在讓人一頭霧水:
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).
這上面兩個式子中,可以找哪本書或文章
來理解這式子的來龍去脈?

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