RPCA:RPCA的Python实现-源码

梨树 RPCA 的 Python 实现 用法 import numpy as np import pyrpca n = 50 r = 2 np.random.seed(123) base = 100 + np.cumsum(np.random.randn(n,r),axis=0) scales = np.abs(np.random.randn(n,r)) L = np.dot(base,scales.T) S = np.round(0.25 * np.random.randn(n,n)) M = L + S L_hat,S_hat,niter = pyrpca.rpca_alm(M) np.max(np.abs(S-S_hat)) np.max(np.abs(L-L_hat)) _,s,_ = np.linalg.svd(L,full_matrices=False) print s[s