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[FIX] Use linalg.eigh in RESS #46

Merged
merged 3 commits into from
Sep 20, 2021
Merged

[FIX] Use linalg.eigh in RESS #46

merged 3 commits into from
Sep 20, 2021

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nbara
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@nbara nbara commented Sep 20, 2021

This replaces linalg.eig with linalg.eigh in the RESS code (as it provides slightly better results and the symmetry assumption for eigh is valid with covariance matrices)

Had to use a tiny bit of shrinkage to the covariance to avoid numerical precision issues in the GED.

Thanks @mikexcohen for the suggestion.

Linking this cool new preprint here as well:
https://arxiv.org/abs/2104.12356

@nbara nbara added the enhancement New feature or request label Sep 20, 2021
@nbara nbara self-assigned this Sep 20, 2021
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codecov bot commented Sep 20, 2021

Codecov Report

Merging #46 (c154600) into master (f2fe945) will increase coverage by 0.01%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #46      +/-   ##
==========================================
+ Coverage   78.22%   78.24%   +0.01%     
==========================================
  Files          20       20              
  Lines        2209     2211       +2     
==========================================
+ Hits         1728     1730       +2     
  Misses        481      481              
Impacted Files Coverage Δ
meegkit/asr.py 85.02% <100.00%> (ø)
meegkit/dss.py 81.94% <100.00%> (ø)
meegkit/ress.py 100.00% <100.00%> (ø)

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@nbara nbara merged commit a0c0561 into master Sep 20, 2021
@nbara nbara deleted the nb/eigh branch November 3, 2021 16:50
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