def ichol(K, eta):
#DEBUG: IO.pickle('/tmp/matrices/K' + str(N) + '.txt', K)
N = len(K) # shape[0]
d = np.diag(K).copy()
j = 0
perm = [0] * N
nu = [0] * N
R = Lists.zeros2(N, N)
while j < N:
best_i = np.argmax(d)
if d[best_i] <= eta:
break
perm[j] = best_i
p_j = perm[j]
nu[j] = np.sqrt(d[p_j])
for i in xrange(N):
R[j][i] = K[i][p_j]
for jj in xrange(j): # inner summation. R
R[j][i] -= R[jj][i]*R[jj][p_j]
R[j][i] /= nu[j]
d[i] -= R[j][i]*R[j][i]
# finally
j += 1
D = j
model = common.Struct()
model.D = D
model.R = R[:D]
model.perm = perm[:D]
model.nu = np.array(nu[:D])
model.K = K
return model
def getRepresentations(model, K):
N = len(K)
D = model.D
r = Lists.zeros2(N, D)
for j in xrange(D):
p_j = model.perm[j]
for i in xrange(N):
r[i][j] = K[i][p_j]
for jj in xrange(j):
r[i][j] -= r[i][jj] * model.R[jj][p_j]
r[i][j] /= model.nu[j]
return np.mat(r)
