"""Singular Value Decomposition (SVD)"""
try:
import fbpca
FBPCA_INSTALLED = True
except ImportError:
FBPCA_INSTALLED = False
from sklearn.utils import extmath
def compute_svd(X, n_components, n_iter, random_state, engine):
"""Computes an SVD with k components."""
# Determine what SVD engine to use
if engine == 'auto':
engine = 'sklearn'
# Compute the SVD
if engine == 'fbpca':
if FBPCA_INSTALLED:
U, s, V = fbpca.pca(X, k=n_components, n_iter=n_iter)
else:
raise ValueError('fbpca is not installed; please install it if you want to use it')
elif engine == 'sklearn':
U, s, V = extmath.randomized_svd(
X,
n_components=n_components,
n_iter=n_iter,
random_state=random_state
)
else:
raise ValueError("engine has to be one of ('auto', 'fbpca', 'sklearn')")
U, V = extmath.svd_flip(U, V)
return U, s, V
