python 奇异值分解小程序

import numpy as np
import random

def gen_inv(a):
        a_sq = np.dot(a.T, a)
        eigen = np.linalg.eig(a_sq)
        eigen_vals = eigen[0]
        eigen_vectors = eigen[1]

        orth = a.dot(eigen_vectors)
        new_orth_len = np.zeros([orth.shape[1], orth.shape[1]])
        orth_sq = orth.T.dot(orth)

        for j in range(orth.shape[1]):
                for i in range(orth.shape[0]):
                        orth[i][j] /= (orth_sq[j][j] ** 0.5)
                new_orth_len[j][j] = orth_sq[j][j] ** 0.5

        return {"Q": orth, "lamda": new_orth_len, "P": eigen_vectors}

M = np.zeros([500, 500])
for i in range(M.shape[0]):
        for j in range(M.shape[1]):
                M[i][j] = random.random()

print gen_inv(M)