Files
Book4_Power-of-Matrix/Book4_Ch15_Python_Codes/Bk4_Ch15_01.py
2022-07-17 11:25:39 -04:00

109 lines
2.4 KiB
Python

###############
# Authored by Weisheng Jiang
# Book 4 | From Basic Arithmetic to Machine Learning
# Published and copyrighted by Tsinghua University Press
# Beijing, China, 2022
###############
# Bk4_Ch15_01.py
import numpy as np
import matplotlib.pyplot as plt
def visualize(X_circle,X_vec,title_txt):
fig, ax = plt.subplots()
plt.plot(X_circle[:,0], X_circle[:,1],'k',
linestyle = '--',
linewidth = 0.5)
plt.quiver(0,0,X_vec[0,0],X_vec[0,1],
angles='xy', scale_units='xy',scale=1,
color = [0, 0.4392, 0.7529])
plt.quiver(0,0,X_vec[1,0],X_vec[1,1],
angles='xy', scale_units='xy',scale=1,
color = [1,0,0])
plt.axvline(x=0, color= 'k', zorder=0)
plt.axhline(y=0, color= 'k', zorder=0)
plt.ylabel('$x_2$')
plt.xlabel('$x_1$')
ax.set_aspect(1)
ax.set_xlim([-2.5, 2.5])
ax.set_ylim([-2.5, 2.5])
ax.grid(linestyle='--', linewidth=0.25, color=[0.5,0.5,0.5])
ax.set_xticks(np.linspace(-2,2,5));
ax.set_yticks(np.linspace(-2,2,5));
plt.title(title_txt)
plt.show()
theta = np.linspace(0, 2*np.pi, 100)
circle_x1 = np.cos(theta)
circle_x2 = np.sin(theta)
X_vec = np.array([[1,0],
[0,1]])
X_circle = np.array([circle_x1, circle_x2]).T
# plot original circle and two vectors
visualize(X_circle,X_vec,'Original')
A = np.array([[1.6250, 0.6495],
[0.6495, 0.8750]])
# plot the transformation of A
visualize(X_circle@A.T, X_vec@A.T,'$A$')
#%% SVD
# A = U @ S @ V.T
U, S, V = np.linalg.svd(A)
S = np.diag(S)
V[:,0] = -V[:,0] # reverse sign of first vector of V
U[:,0] = -U[:,0] # reverse sign of first vector of U
print('=== U ===')
print(U)
print('=== S ===')
print(S)
print('=== V ===')
print(V)
# plot the transformation of V
visualize(X_circle@V, X_vec@V,'$V^T$')
# plot the transformation of V @ S
visualize(X_circle@V@S, X_vec@V@S,'$SV^T$')
# plot the transformation of V @ S @ U.T
visualize(X_circle@V@S@U.T, X_vec@V@S@U.T,'$USV^T$')
e1 = np.array([[1],
[0]])
e2 = np.array([[0],
[1]])
# Calculate step by step from e1 and e2
VT_e1 = V.T@e1
VT_e2 = V.T@e2
S_VT_e1 = S@VT_e1
S_VT_e2 = S@VT_e2
U_S_VT_e1 = U@S_VT_e1
U_S_VT_e2 = U@S_VT_e2