python svd分解矩阵

#  svd实验
import numpy as np
a = np.arange(24).reshape(4, 6)
print "a:", a
u, sigma, v = np.linalg.svd(a)
print "u:", u       #  分解出的u矩阵
print "sigma:", sigma       #   分解出的奇异值向量
print "v:", v       #  分解出的v矩阵

def restore(sigma, u, v, k):          #  取k个特征，对矩阵重新进行计算
    m = len(u)
    n = len(v)
    b = np.zeros((m, n))
    for j in range(k-1):
        for i in range(m):
            b[i] += sigma[j] * u[i][j] * v[j]
    return b

print restore(sigma, u, v, 2)