I want to do SVD on a sparse matrix by using scipy:
from svd import compute_svd
print("The size of raw matrix: "+str(len(raw_matrix))+" * "+str(len(raw_matrix[0])))
from scipy.sparse import dok_matrix
dok = dok_matrix(raw_matrix)
matrix = compute_svd( dok )
The function compute_svd is my customized module like this:
def compute_svd( matrix ):
from scipy.sparse import linalg
from scipy import dot, mat
# e.g., matrix = [[2,1,0,0], [4,3,0,0]]
# matrix = mat( matrix );
# print "Original matrix:"
# print matrix
U, s, V = linalg.svds( matrix )
print "U:"
print U
print "sigma:"
print s
print "VT:"
print V
dimensions = 1
rows,cols = matrix.shape
#Dimension reduction, build SIGMA'
for index in xrange(dimensions, rows):
s[index]=0
print "reduced sigma:"
print s
#Reconstruct MATRIX'
# from scipy import dot
reconstructedMatrix= dot(dot(U,linalg.diagsvd(s,len(matrix),len(V))),V)
#Print transform
print "reconstructed:"
print reconstructedMatrix
return reconstructedMatrix
I get an exception:
Traceback (most recent call last):
File "D:\workspace\PyQuEST\src\Practice\baseline_lsi.py", line 96, in <module>
matrix = compute_svd( dok )
File "D:\workspace\PyQuEST\src\Practice\svd.py", line 13, in compute_svd
U, s, V = linalg.svds( matrix )
File "D:\Program\Python26\lib\site-packages\scipy\sparse\linalg\eigen\arpack\arpack.py", line 1596, in svds
eigvals, eigvec = eigensolver(XH_X, k=k, tol=tol ** 2)
File "D:\Program\Python26\lib\site-packages\scipy\sparse\linalg\eigen\arpack\arpack.py", line 1541, in eigsh
ncv, v0, maxiter, which, tol)
File "D:\Program\Python26\lib\site-packages\scipy\sparse\linalg\eigen\arpack\arpack.py", line 519, in __init__
ncv, v0, maxiter, which, tol)
File "D:\Program\Python26\lib\site-packages\scipy\sparse\linalg\eigen\arpack\arpack.py", line 326, in __init__
raise ValueError("matrix type must be 'f', 'd', 'F', or 'D'")
ValueError: matrix type must be 'f', 'd', 'F', or 'D'
This is my first time to do this. How should I fix it? Any ideas? Thank you!
you have to use float or doubles. you seem to be using unsupported matrix type DOK of ints?.
sparse svd: http://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.linalg.svds.html
Adding to Anycorn's answer, yes you need to upcast your matrix to float or double. This can be done using the function: asfptype() from scipy.sparse.coo_matrix
Add this line to upcast it before you call linalg.svds:
matrix = matrix.asfptype()
U, s, V = linalg.svds( matrix )
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