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Update svd.py
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SHI-Qiquan authored Jun 8, 2021
1 parent dc59ae1 commit 1f35b98
Showing 1 changed file with 11 additions and 1 deletion.
12 changes: 11 additions & 1 deletion BHT_ARIMA/util/svd.py
Original file line number Diff line number Diff line change
@@ -1,3 +1,13 @@
# -*- coding: utf-8 -*-

# Copyright (C) 2020. Huawei Technologies Co., Ltd. All rights reserved.
# This program is free software; you can redistribute it and/or modify
# it under the terms of the MIT License.
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# MIT License for more details.

import warnings
import scipy
import numpy as np
Expand Down Expand Up @@ -66,4 +76,4 @@ def svd_fun(matrix, n_eigenvecs=None):
# WARNING: here, V is still the transpose of what it should be
U, S, V = U[:, ::-1], S[::-1], V[:, ::-1]
V = V.T.conj()
return U, S, V
return U, S, V

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