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using all singular values #9

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using all singular values #9

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fe9010e
trace sqrt correction
arminarj Jun 18, 2020
92b9ad8
trace sqrt correction
arminarj Jun 18, 2020
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5 changes: 3 additions & 2 deletions objectives.py
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Original file line number Diff line number Diff line change
Expand Up @@ -71,8 +71,9 @@ def loss(self, H1, H2):

if self.use_all_singular_values:
# all singular values are used to calculate the correlation
tmp = torch.matmul(Tval.t(), Tval)
corr = torch.trace(torch.sqrt(tmp))
tmp = torch.diag(torch.matmul(Tval.t(), Tval))
tmp = torch.where(tmp>eps, tmp, (torch.ones(tmp.shape).double()*eps).to(self.device))
corr = torch.sum(torch.sqrt(tmp))
# assert torch.isnan(corr).item() == 0
else:
# just the top self.outdim_size singular values are used
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