python计算矩阵的散度_Python：多分布计算中Kullback-Leibler散度的快速高效实现

这应该管用。def kullback_leibler_divergence(X):

"""

Finds the pairwise Kullback-Leibler divergence

matrix between all rows in X.

Parameters

----------

X : array_like, shape (n_samples, n_features)

Array of probability data. Each row must sum to 1.

Returns

-------

D : ndarray, shape (n_samples, n_samples)

The Kullback-Leibler divergence matrix. A pairwise matrix D such that D_{i, j}

is the divergence between the ith and jth vectors of the given matrix X.

Notes

-----

Based on code from Gordon J. Berman et al.

(https://github.com/gordonberman/MotionMapper)

References:

-----------

Berman, G. J., Choi, D. M., Bialek, W., & Shaevitz, J. W. (2014).

Mapping the stereotyped behaviour of freely moving fruit flies.

Journal of The Royal Society Interface, 11(99), 20140672.

"""

X_log = np.log(X)

X_log[np.isinf(X_log) | np.isnan(X_log)] = 0

entropies = -np.sum(X * X_log, axis=1)

D = np.matmul(-X, X_log.T)

D = D - entropies

D = D / np.log(2)

D *= (1 - np.eye(D.shape[0]))

return D