peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/_procrustes.py
""" | |
Solve the orthogonal Procrustes problem. | |
""" | |
import numpy as np | |
from ._decomp_svd import svd | |
__all__ = ['orthogonal_procrustes'] | |
def orthogonal_procrustes(A, B, check_finite=True): | |
""" | |
Compute the matrix solution of the orthogonal Procrustes problem. | |
Given matrices A and B of equal shape, find an orthogonal matrix R | |
that most closely maps A to B using the algorithm given in [1]_. | |
Parameters | |
---------- | |
A : (M, N) array_like | |
Matrix to be mapped. | |
B : (M, N) array_like | |
Target matrix. | |
check_finite : bool, optional | |
Whether to check that the input matrices contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
Returns | |
------- | |
R : (N, N) ndarray | |
The matrix solution of the orthogonal Procrustes problem. | |
Minimizes the Frobenius norm of ``(A @ R) - B``, subject to | |
``R.T @ R = I``. | |
scale : float | |
Sum of the singular values of ``A.T @ B``. | |
Raises | |
------ | |
ValueError | |
If the input array shapes don't match or if check_finite is True and | |
the arrays contain Inf or NaN. | |
Notes | |
----- | |
Note that unlike higher level Procrustes analyses of spatial data, this | |
function only uses orthogonal transformations like rotations and | |
reflections, and it does not use scaling or translation. | |
.. versionadded:: 0.15.0 | |
References | |
---------- | |
.. [1] Peter H. Schonemann, "A generalized solution of the orthogonal | |
Procrustes problem", Psychometrica -- Vol. 31, No. 1, March, 1966. | |
:doi:`10.1007/BF02289451` | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.linalg import orthogonal_procrustes | |
>>> A = np.array([[ 2, 0, 1], [-2, 0, 0]]) | |
Flip the order of columns and check for the anti-diagonal mapping | |
>>> R, sca = orthogonal_procrustes(A, np.fliplr(A)) | |
>>> R | |
array([[-5.34384992e-17, 0.00000000e+00, 1.00000000e+00], | |
[ 0.00000000e+00, 1.00000000e+00, 0.00000000e+00], | |
[ 1.00000000e+00, 0.00000000e+00, -7.85941422e-17]]) | |
>>> sca | |
9.0 | |
""" | |
if check_finite: | |
A = np.asarray_chkfinite(A) | |
B = np.asarray_chkfinite(B) | |
else: | |
A = np.asanyarray(A) | |
B = np.asanyarray(B) | |
if A.ndim != 2: | |
raise ValueError('expected ndim to be 2, but observed %s' % A.ndim) | |
if A.shape != B.shape: | |
raise ValueError(f'the shapes of A and B differ ({A.shape} vs {B.shape})') | |
# Be clever with transposes, with the intention to save memory. | |
u, w, vt = svd(B.T.dot(A).T) | |
R = u.dot(vt) | |
scale = w.sum() | |
return R, scale | |