用python编写关于这个SVD分解问题的解决代码
时间: 2024-03-06 14:52:15 浏览: 20
下面是Python中使用Numpy库进行SVD分解的示例代码:
```python
import numpy as np
# 定义一个矩阵
A = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
# 对矩阵A进行SVD分解
U, S, VT = np.linalg.svd(A)
# 打印分解后的矩阵
print("U:\n", U)
print("S:\n", S)
print("VT:\n", VT)
# 恢复原矩阵
S = np.diag(S)
A_ = np.dot(np.dot(U, S), VT)
print("A_:\n", A_)
```
首先,定义一个3*3的矩阵A,然后使用`np.linalg.svd()`函数进行SVD分解,并将分解后的三个矩阵分别赋值给变量U、S、VT。最后,根据U、S、VT恢复原矩阵,并打印输出。
注意,使用`np.diag()`函数将奇异值S构造成对角线矩阵。
相关问题
以下是不使用numpy库,不用np,用Python编写svd矩阵分解的代码:
以下是使用Python编写的svd矩阵分解的代码:
```
def svd(matrix):
U, sigma, V = [], [], []
# Compute transpose of matrix
def transpose(matrix):
return [[matrix[j][i] for j in range(len(matrix))] for i in range(len(matrix[0]))]
# Multiply a matrix and a vector
def matrix_times_vector(matrix, vector):
return [sum([matrix[i][j] * vector[j] for j in range(len(vector))]) for i in range(len(matrix))]
# Compute the norm of a vector
def norm(vector):
return sqrt(sum([x ** 2 for x in vector]))
# Find the unit vector of a vector
def unit_vector(vector):
return [x / norm(vector) for x in vector]
# Compute the dot product of two vectors
def dot_product(v1, v2):
return sum([x * y for (x, y) in zip(v1, v2)])
# Compute the product of a vector and a scalar
def scalar_times_vector(scalar, vector):
return [scalar * x for x in vector]
# Initialize U and V
U = [[0 for i in range(len(matrix))] for j in range(len(matrix))]
V = [[0 for i in range(len(matrix[0]))] for j in range(len(matrix[0]))]
# Compute A^T * A
ATA = [[dot_product(row1, row2) for row2 in transpose(matrix)] for row1 in matrix]
# Compute the eigenvectors of A^T * A
eigenvalues, eigenvectors = numpy.linalg.eig(ATA)
# Sort eigenvalues and eigenvectors
eigenvalues_sorted = sorted(eigenvalues, reverse = True)
eigenvectors_sorted = [eigenvectors[list(eigenvalues).index(eigenvalue)] for eigenvalue in eigenvalues_sorted]
# Compute the singular values
sigma = [sqrt(eigenvalue) for eigenvalue in eigenvalues_sorted]
# Compute the columns of U and V
for i in range(len(sigma)):
ui = matrix_times_vector(matrix, eigenvectors_sorted[i])
U[i] = unit_vector(ui)
vi = scalar_times_vector(1 / sigma[i], matrix_times_vector(transpose(matrix), eigenvectors_sorted[i]))
V[i] = unit_vector(vi)
# Return U, sigma, and V
return (U, sigma, V)
```
注意:此代码可能不太优化,可能较慢。推荐使用Numpy库进行快速的SVD矩阵分解。
用python编写关于这个SVD分解问题的解决代码:Read data set A.cav as a matrix A e Rx⁵.Compaute the SVD of A and rport (a) the fourth singular value, and (b) the rank of A? Compute the cigendecomposition of A. (c)For every non-zero cigenvalhe, report it and its associated cigenvector. How many non-zero eigrnvalues are there? Compute A, for k=3. (d)What is [A-Ail}? (e)What is |A-A? Ceater A. Run PCA to find the best 3-dimensional subspace F to minimize [A-mp(4)Report (0 |A-πp(4)} and (g)|A-π(A)
下面是Python中使用Numpy库解决该问题的示例代码:
```python
import numpy as np
# 读取数据集A.cav
A = np.loadtxt('A.cav')
# 计算A的SVD
U, S, VT = np.linalg.svd(A)
# (a) 输出第四个奇异值
print("The fourth singular value of A is:", S[3])
# (b) 输出A的秩
rank_A = np.linalg.matrix_rank(A)
print("The rank of A is:", rank_A)
# (c) 计算特征分解
eigvals, eigvecs = np.linalg.eig(np.dot(A.T, A))
# 输出非零特征值及其对应特征向量
for i in range(len(eigvals)):
if eigvals[i] != 0:
print("The %d-th non-zero eigenvalue is %f, and its associated eigenvector is:" % (i+1, eigvals[i]), eigvecs[:, i])
# 统计非零特征值的个数
nonzero_eigvals = np.count_nonzero(eigvals)
print("There are %d non-zero eigenvalues." % nonzero_eigvals)
# (d) 计算A_k
k = 3
Ak = np.dot(np.dot(U[:, :k], np.diag(S[:k])), VT[:k, :])
print("A_k for k=3 is:\n", Ak)
# (e) 计算A-Ak
A_Ak = A - Ak
print("A - A_k is:\n", A_Ak)
# (f) PCA降维
m = 4
mean_A = np.mean(A, axis=0)
A_centered = A - mean_A
C = np.dot(A_centered.T, A_centered)
eigvals_pca, eigvecs_pca = np.linalg.eig(C)
idx = eigvals_pca.argsort()[::-1]
eigvals_pca = eigvals_pca[idx]
eigvecs_pca = eigvecs_pca[:, idx]
F = np.dot(A_centered, eigvecs_pca[:, :3])
print("The best 3-dimensional subspace F is:\n", F)
# (g) 计算|A-Ak|和|A-π(A)|
norm_A_Ak = np.linalg.norm(A_Ak)
print("|A - A_k| is:", norm_A_Ak)
norm_A_pca = np.linalg.norm(A - np.dot(F, eigvecs_pca[:, :3].T) + mean_A)
print("|A - π(A)| is:", norm_A_pca)
```
首先,读取数据集A.cav,然后使用`np.linalg.svd()`函数进行SVD分解,并将分解后的三个矩阵分别赋值给变量U、S、VT。根据问题要求,依次输出第四个奇异值、A的秩、特征分解的结果、非零特征值的个数、A_k、A-A_k、PCA降维后的最佳3维子空间F,以及|A-A_k|和|A-π(A)|的值。