Matrix Dimension Problem

[adodge]

Hiya! Thank you for writing this up. I'm finding it interesting to play with.

I'm running into some issues that seem to be related to the "stability fix" in cca_layer.py. When we drop the components with small eigenvalues, it causes problems when we later assume these matrices are square and, also, when we try to multiply them with SigmaHat12 (which doesn't have its shape updated).

I've created a patch, and I'll submit a pull request for you to look at. The change I'm proposing seems to fix some occasional crashes, but I'm not familiar enough with the underlying math to be sure that I haven't screwed up the semantics of what the code is trying to accomplish.

Thanks,
Alex Dodge

[adodge]

#4

[salarjf]

Hello. First of all thanks for sharing your code. Personally I was looking for tf implementation of dcca and yours is the only one.

I am currently trying to use your code on acoustic features and I encounter with the following error:

LinAlgError: Eigenvalues did not converge
on this line:
return np.linalg.eigh(x)

I guess there is a semantic issue that causes this error. I'd appreciate if you could share with me any hint of yours about the solution.
Many Thanks
Salar Jafarlou

[adodge]

What version of numpy are you using? I believe I experienced this problem with 1.13.1, but not with 1.15.1.