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Edit to linalg.py PCA function to stop it changing data matrix.

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Neil Lawrence 2013-04-02 16:53:42 +02:00
parent 9422c603b1
commit 97db2a5bd7
1 changed files with 2 additions and 2 deletions
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4
GPy/util/linalg.py
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@ -146,9 +146,9 @@ def PCA(Y, Q):
if not np.allclose(Y.mean(axis=0), 0.0):
print "Y is not zero mean, centering it locally (GPy.util.linalg.PCA)"
Y -= Y.mean(axis=0)
#Y -= Y.mean(axis=0)
Z = linalg.svd(Y, full_matrices = False)
Z = linalg.svd(Y-Y.mean(axis=0), full_matrices = False)
[X, W] = [Z[0][:,0:Q], np.dot(np.diag(Z[1]), Z[2]).T[:,0:Q]]
v = X.std(axis=0)
X /= v;