Second initial import

arpack/arpack.py

@@ -201,16 +201,16 @@ def eigen(A,k=6,M=None,ncv=None,which='LM',
         dr=sb.zeros(k+1,typ)
         di=sb.zeros(k+1,typ)
         zr=sb.zeros((n,k+1),typ)
-        dr,di,z,info=\
+        dr,di,zr,info=\
             eigextract(rvec,howmny,sselect,sigmar,sigmai,workev,
                    bmat,which,k,tol,resid,v,iparam,ipntr,
                    workd,workl,info)
-        
+
         # make eigenvalues complex
-        d=dr+1.0j*di
+        d=(dr+1.0j*di)[:k]
         # futz with the eigenvectors:
         # complex are stored as real,imaginary in consecutive columns
-        z=zr.astype(typ.upper())
+        z=zr.astype(typ.upper())[:,:k]
         for i in range(k): # fix c.c. pairs
             if di[i] > 0 :
                 z[:,i]=zr[:,i]+1.0j*zr[:,i+1]

pyblm/__init__.py

@@ -1,5 +1,6 @@
 from crossvalidation import lpls_val
 from statistics import lpls_qvals
+from engines import pca, pcr, pls
 from engines import nipals_lpls as lpls
 #from tests import *
 

pyblm/crossvalidation.py

@@ -2,11 +2,12 @@
 
 The primary use is crossvalidation.
 """
-__all__ = ['lpls_val', 'lpls_jk']
+__all__ = ['lpls_val', 'pls_jk', 'lpls_jk']
 __docformat__ = "restructuredtext en"
 
 from numpy import dot,empty,zeros,sqrt,atleast_2d,argmax,asarray,median,\
-     array_split
+     array_split,arange
+from numpy.random import shuffle
 
 from engines import nipals_lpls as lpls
 
@@ -93,8 +94,92 @@ def lpls_val(X, Y, Z, a_max=2, nsets=None,alpha=.5, mean_ctr=[2,0,2],verbose=Tru
     
     return rmsep, Yhat, aopt
 
+def pca_jk(a, aopt, n_blocks=None):
+    """Returns jack-knife segements from PCA.
+    
+    Parameters:
 
-def lpls_jk(X, Y, Z, a_max, nsets=None, xz_alpha=.5, mean_ctr=[2,0,2], verbose=False):
+        a : {array}
+            data matrix (n x m)
+        aopt : {integer}
+            number of components in model.
+        nsets : {integer}
+            number of segments
+
+    Returns:
+
+        Pcv : {array}
+            Loadings collected in a three way matrix (n_segments, m, aopt)
+
+    Notes:
+    
+        - The loadings are scaled with the (1/samples)*eigenvalues.
+    
+        - Crossvalidation method is currently set to random blocks of samples.
+
+        - todo: add support for T
+
+        - fixme: more efficient to add this in validation loop?
+        
+    """
+    if nsets == None:
+        nsets = a.shape[0]
+
+    Pcv = empty((nsets, a.shape[1], aopt), dtype=a.dtype)
+    mn_a = .5*(a.mean(0) + a.mean(1)[:,newaxis])
+    for i, (cal, val) in enumerate(cv_diag(a.shape, nsets)):
+        old_values = a.take(ind)
+        new_values = mn_a.take(ind)
+        a.put(ind, new_values)
+        dat = pca(a, aopt, mode='fast', scale='loads', center=center)
+        PP[nn,:,:] = dat['P']
+        a.put(ind, old_values)
+        
+    return PP
+
+def pls_jk(X, Y, a_opt, nsets=None, center=True, verbose=False):
+    """ Returns jack-knife segements of W.
+    
+        *Parameters*:
+    
+        X : {array}
+            Main data matrix (m, n)
+        Y : {array}
+            External row data (m, l)
+        a_opt : {integer}
+            The number of components to calculate (0, min(m,n))
+        nsets : (integer), optional
+            Number of jack-knife segments
+        
+        center : {boolean}, optional
+            - -1 : nothing
+            - 0 : row center
+            - 1 : column center
+            - 2 : double center
+        verbose : {boolean}, optional
+            Verbosity of console output. For use in debugging.
+    
+    *Returns*:
+    
+        Wcv : {array}
+            Loading-weights jack-knife segements
+        
+    """
+    m, n = X.shape
+    k, l = Y.shape
+    assert(m==k)
+    if nsets == None:
+        nsets = X.shape[0]
+    Wcv = empty((nsets, X.shape[1], a_opt), dtype=X.dtype)
+    for i, (cal, val) in enumerate(cv(k, nsets)):
+        if verbose:
+            print "Segement number: %d" %i
+        dat = pls(X[cal,:], Y[cal,:], a_opt, scale='loads', mode='fast')
+        Wcv[nn,:,:] = dat['W']
+        
+    return Wcv
+
+def lpls_jk(X, Y, Z, a_opt, nsets=None, xz_alpha=.5, mean_ctr=[2,0,2], verbose=False):
     """Returns jack-knifed segments of lpls model.
 
     Jack-knifing is a method to perturb the model paramters, hopefully
@@ -113,8 +198,8 @@ def lpls_jk(X, Y, Z, a_max, nsets=None, xz_alpha=.5, mean_ctr=[2,0,2], verbose=F
             External row data (m, l)
         Z : {array}
             External column data (n, o)
-        a_max : {integer}, optional
+        a_opt : {integer}, optional
-            Maximum number of components to calculate (0, min(m,n))
+            The number of components to calculate (0, min(m,n))
         nsets : (integer), optional
             Number of jack-knife segments
         xz_alpha : {float}, optional
@@ -145,11 +230,11 @@ def lpls_jk(X, Y, Z, a_max, nsets=None, xz_alpha=.5, mean_ctr=[2,0,2], verbose=F
     assert(n==p)
     if nsets==None:
         nsets = m
-    WWx = empty((nsets, n, a_max), 'd')
+    WWx = empty((nsets, n, a_opt), 'd')
-    WWz = empty((nsets, o, a_max), 'd')
+    WWz = empty((nsets, o, a_opt), 'd')
-    #WWy = empty((nsets, l, a_max), 'd')
+    #WWy = empty((nsets, l, a_opt), 'd')
     for i, (cal, val) in enumerate(cv(k, nsets)):
-        dat = lpls(X[cal],Y[cal],Z,a_max=a_max,alpha=xz_alpha,mean_ctr=mean_ctr,
+        dat = lpls(X[cal], Y[cal], Z, a_max=a_opt,alpha=xz_alpha, mean_ctr=mean_ctr,
                    scale='loads', verbose=verbose)
         WWx[i,:,:] = dat['W']
         WWz[i,:,:] = dat['L']
@@ -219,6 +304,7 @@ def cv(N, K, randomise=True, sequential=False):
 
     *Notes*:
         If randomise is true, a copy of index is shuffled before partitioning,
+
         otherwise its order is preserved in training and validation.
         
         Randomise overrides the sequential argument. If randomise is true,
@@ -245,13 +331,40 @@ def cv(N, K, randomise=True, sequential=False):
             validation = [i for i in index if i % K == k]
             yield training, validation
 
+def diag_cv(shape, nsets=9):
+    """Generates K (training, validation) index pairs.
+
+    Parameters:
+        N : {integer}
+    alpha -- scalar, approx. portion of data perturbed  
+    """
+    try:
+        m, n = shape
+    except:
+        raise ValueError("shape needs to be a two-tuple")
+    if nsets>m or nsets>n:
+         msg = "You may not use more subsets than max(n_rows, n_cols)"
+         raise ValueError, msg
+    nm = n*m
+    index = arange(nm)
+    n_ind = arange(n)
+    shuffle(n_ind) # random start diag
+    start_inds = array_split(n_ind, nsets)
+    for v in range(nsets):
+        validation = []
+        for start in start_inds[v]: 
+            ind = arange(start+v, nm, n+1)
+            [validation.append(i) for i in ind]
+        training = [j for j in index if j not in validation]
+        yield training, validation
+        
 
 def class_error(Yhat, Y, method='vanilla'):
     """ Not used.
     """
-    a_max, k, l = Yhat.shape
+    a_opt, k, l = Yhat.shape
     Yhat_c = zeros((k, l), dtype='d')
-    for a in range(a_max):
+    for a in range(a_opt):
         for i in range(k):
             Yhat_c[a,val,argmax(Yhat[a,val,:])] = 1.0
     err = 100*((Yhat_c + Y) == 2).sum(1)/Y.sum(0).astype('d')

pyblm/engines.py

@@ -2,14 +2,414 @@
 
 """
 
-__all__ = ['nipals_lpls']
+__all__ = ['pca', 'pcr', 'pls', 'nipals_lpls']
 __docformat__ = "restructuredtext en"
 
 from math import sqrt as msqrt
 
-from numpy import dot,empty,zeros,apply_along_axis,newaxis,finfo
+from numpy import dot,empty,zeros,apply_along_axis,newaxis,finfo,sqrt,r_,expand_dims,\
-from numpy.linalg import inv
+minimum
+from numpy.linalg import inv, svd
+from scipy.sandbox import arpack
 
+def pca(X, aopt, scale='scores', mode='normal', center_axis=0):
+    """ Principal Component Analysis.
+
+    PCA is a low rank bilinear aprroximation to a data matrix that sequentially
+    extracts orthogonal components of maximum variance.
+
+    Parameters:
+    
+        X : {array}
+            Data measurement matrix, (samples x variables)
+        aopt : {integer}
+            Number of components to use, aopt<=min(samples, variables)
+        center_axis : {integer}
+            Center along given axis. If neg.: no centering (-inf,..., matrix modes)
+
+    Returns:
+
+        T : {array}
+            Scores, (samples, components)
+        P : {array}
+            Loadings, (variables, components)
+        E : {array}
+            Residuals, (samples, variables)
+        evx : {array}
+            X-explained variance, (components,)
+        mnx : {array}
+            X location, (variables,)
+        aopt : {integer}
+            The number of components used
+        ssqx : {list}
+            Sum of squared residuals in X along each dimesion
+            [(samples, ), (variables,)]
+        leverage : {array}
+            Leverages, (samples,)
+
+    OtherParameters:
+
+        scale : {string}, optional
+             Where to put the weights [['scores'], 'loadings']
+        mode : {string}, optional
+            Amount of info retained, [['normal'], 'fast', 'detailed']
+
+  
+    :SeeAlso:
+
+        `center` : Data centering
+        
+
+    *Notes*
+    
+    Uses kernel speed-up if m>>n or m<<n.
+
+    If residuals turn rank deficient, a lower number of component than given
+    in input will be used.
+    
+    *Examples*:
+    
+    >>> import scipy,engines
+    >>> a=scipy.asarray([[1,2,3],[2,4,5]])
+    >>> dat=engines.pca(a, 2)
+    >>> dat['evx']
+    array([0.,99.8561562,  100.])
+
+    """
+    
+    m, n = X.shape
+    assert(aopt<=min(m,n))
+    if center_axis>=0:
+        X = X - expand_dims(X.mean(center_axis), center_axis)
+    if m>(n+100) or n>(m+100):
+        u, s, v = esvd(X, aopt)
+    else:
+        u, s, vt = svd(X, 0)
+        v = vt.T
+        u = u[:,:aopt]
+        s = s[:aopt]
+        v = v[:,:aopt]
+    
+    # ranktest
+    tol = 1e-10
+    eff_rank = sum(s>s[0]*tol)
+    aopt = minimum(aopt, eff_rank)
+    T = u*s
+    s = s[:aopt]
+    T = T[:,:aopt]
+    P = v[:,:aopt]
+    e = s**2
+    
+    if scale=='loads':
+        T = T/s
+        P = P*s
+
+    if mode == 'fast':
+        return {'T':T, 'P':P, 'aopt':aopt}
+    
+    if mode=='detailed':
+        E = empty((aopt, m, n))
+        ssq = []
+        lev = []
+        for ai in range(aopt):
+            E[ai,:,:] = X - dot(T[:,:ai+1], P[:,:ai+1].T)
+            ssq.append([(E[ai,:,:]**2).mean(0), (E[ai,:,:]**2).mean(1)])
+            if scale=='loads':
+                lev.append([((s*T)**2).sum(1), (P**2).sum(1)])
+            else:
+                lev.append([(T**2).sum(1), ((s*P)**2).sum(1)])
+    else:
+        # residuals
+        E = X - dot(T, P.T)
+        sep = E**2
+        ssq = [sep.sum(0), sep.sum(1)]
+        # leverages
+        if scale=='loads':
+            lev = [(1./m)+(T**2).sum(1), (1./n)+((P/s)**2).sum(1)]
+        else:
+            lev = [(1./m)+((T/s)**2).sum(1), (1./n)+(P**2).sum(1)]
+    # variances
+    expvarx = r_[0, 100*e.cumsum()/(X*X).sum()]
+    
+    return {'T': T, 'P': P, 'E': E, 'evx': expvarx, 'leverage': lev, 'ssqx': ssq,
+            'aopt': aopt, 'eigvals': e}
+
+def pcr(a, b, aopt, scale='scores',mode='normal',center_axis=0):
+    """ Principal Component Regression.
+
+    Performs PCR on given matrix and returns results in a dictionary.
+
+    Parameters:
+
+        a : array
+        Data measurement matrix, (samples x variables)
+        b : array
+        Data response matrix, (samples x responses)
+        aopt : int
+        Number of components to use, aopt<=min(samples, variables)
+
+    Returns:
+
+    results : dict
+        keys -- values,  T -- scores, P -- loadings, E -- residuals,
+        levx -- leverages, ssqx -- sum of squares, expvarx -- cumulative
+        explained variance, aopt -- number of components used
+    
+    OtherParameters:
+
+    mode : str
+        Amount of info retained, ('fast', 'normal', 'detailed')
+    center_axis : int
+        Center along given axis. If neg.: no centering (-inf,..., matrix modes)
+  
+    SeeAlso:
+    
+        - pca : other blm
+        - pls : other blm
+        - lpls : other blm
+ 
+    *Notes*
+
+    -----
+
+    Uses kernel speed-up if m>>n or m<<n.
+
+    If residuals turn rank deficient, a lower number of component than given
+    in input will be used. The number of components used is given in results-dict. 
+    
+
+    Examples
+    --------
+    
+    >>> import scipy,engines
+    >>> a=scipy.asarray([[1,2,3],[2,4,5]])
+    >>> b=scipy.asarray([[1,1],[2,3]])
+    >>> dat=engines.pcr(a, 2)
+    >>> dat['evx']
+    array([0.,99.8561562,  100.])
+
+    """
+    try:
+        k, l = b.shape
+    except:
+        b = atleast_2d(b).T
+        k, l = b.shape
+    if center_axis>=0:
+        b = b - expand_dims(b.mean(center_axis), center_axis)
+    dat = pca(a, aopt=aopt, scale=scale, mode=mode, center_axis=center_axis)
+    T = dat['T']
+    weights = apply_along_axis(vnorm, 0, T)**2
+    if scale=='loads':
+        Q = dot(b.T, T*weights)
+    else:
+        Q = dot(b.T, T/weights)
+
+    if mode=='fast':
+        dat.update({'Q':Q})
+        return dat
+
+    if mode=='detailed':
+        F = empty((aopt, k, l))
+        ssqy = []
+        for i in range(aopt):
+            F[i,:,:] = b - dot(T[:,:i+1], Q[:,:i+1].T)
+            ssqy.append([(F[i,:,:]**2).mean(0), (F[i,:,:]**2).mean(1)])
+    else:
+        F = b - dot(T, Q.T)
+        sepy = F**2
+        ssqy = [sepy.sum(0), sepy.sum(1)]
+    
+    expvary = r_[0,  100*((T**2).sum(0)*(Q**2).sum(0)/(b**2).sum()).cumsum()[:aopt]]
+    
+    dat.update({'Q': Q, 'F': F, 'evy': expvary, 'ssqy': ssqy})
+    return dat
+
+def pls(X, Y, aopt=2, scale='scores', mode='normal', center_axis=-1):
+    """Partial Least Squares Regression.
+
+    Performs PLS on given matrix and returns results in a dictionary.
+
+    *Parameters*:
+
+        X : {array}
+            Data measurement matrix, (samples x variables)
+        Y : {array}
+            Data response matrix, (samples x responses)
+        aopt : {integer}, optional
+            Number of components to use, aopt<=min(samples, variables)
+        scale : ['scores', 'loadings'], optional
+            Which component should get the scale
+        center_axis : {-1, integer}
+            Perform centering across given axis, (-1 is no centering)
+        
+    *Returns*:
+  
+        T : {array}
+            X-scores
+        W : {array}
+            X-loading-weights
+        P : {array}
+            X-loadings
+        R : {array}
+            X-loadings-basis
+        Q : {array}
+            Y-loadings
+        B : {array}
+            Regression coefficients
+        E : {array}
+            X-block residuals
+        F : {array}
+            Y-block residuals
+        evx : {array}
+            X-explained variance
+        evy : {array}
+            Y-explained variance
+        mnx : {array}
+            X location
+        mny : {array}
+            Y location
+        aopt : {array}
+            The number of components used
+        ssqx : {list}, optional
+            Sum of squared residuals in X along each dimesion
+        ssqy : {list}
+            Sum of squared residuals in Y along each dimesion
+        leverage : {array}
+            Sample leverages
+        
+    *OtherParameters*:
+    
+        mode : ['normal', 'fast', 'detailed'], optional
+            How much details to compute
+    
+    *SeeAlso*:
+    
+        `center` : data centering
+ 
+    *Notes*
+
+        - The output with mode='fast' will only return T and W
+        
+        - If residuals turn rank deficient, a lower number of component than given in input will be used. The number of components used is given in results.
+
+
+    *Examples*
+    
+    >>> import numpy, engines
+    >>> a = numpy.asarray([[1,2,3],[2,4,5]])
+    >>> b = numpy.asarray([[1,1],[2,3]])
+    >>> dat =engines.pls(a, b, 2)
+    >>> dat['evx']
+    array([0.,99.8561562,  100.])
+
+    """
+    
+    m, n = X.shape
+    try:
+        k, l = Y.shape
+    except:
+        Y = atleast_2d(Y).T
+        k, l = Y.shape
+    assert(m==k)
+    assert(aopt<min(m, n))
+    mnx, mny = 0,0
+    if center_axis>=0:
+        mnx = expand_dims(X.mean(center_axis), center_axis)
+        X = X - mnx
+        mny = expand_dims(Y.mean(center_axis), center_axis)
+        Y = Y - mny 
+    
+    W = empty((n, aopt))
+    P = empty((n, aopt))
+    R = empty((n, aopt))
+    Q = empty((l, aopt))
+    T = empty((m, aopt))
+    B = empty((aopt, n, l))
+    tt = empty((aopt,))
+    
+    XY = dot(X.T, Y)
+    for i in range(aopt):
+        if XY.shape[1]==1: #pls 1
+            w = XY.reshape(n, l)
+            w = w/vnorm(w)
+        elif n<l: # more yvars than xvars
+            s, w = arpack.eigen_symmetric(dot(XY, XY.T),k=1, tol=1e-10, maxiter=100)
+            #w, s, vh = svd(dot(XY, XY.T))
+            #w = w[:,:1]
+        else: # more xvars than yvars
+            s, q = arpack.eigen_symmetric(dot(XY.T, XY), k=1, tol=1e-10, maxiter=100)
+            #q, s, vh = svd(dot(XY.T, XY))
+            #q = q[:,:1]
+            
+            w = dot(XY, q)
+            w = w/vnorm(w)
+        r = w.copy()
+        if i>0:
+            for j in range(0, i, 1):
+                r = r - dot(P[:,j].T, w)*R[:,j][:,newaxis]
+        
+        t = dot(X, r)
+        tt[i] = tti = dot(t.T, t).ravel()
+        p  = dot(X.T, t)/tti
+        q = dot(r.T, XY).T/tti
+        XY = XY - dot(p, q.T)*tti
+        T[:,i] = t.ravel()
+        W[:,i] = w.ravel()
+
+        if mode=='fast' and i==aopt-1:
+            if scale=='loads':
+                tnorm = sqrt(tt)
+                T = T/tnorm
+                W = W*tnorm
+            return {'T':T, 'W':W}
+
+        P[:,i] = p.ravel()
+        R[:,i] = r.ravel()
+        Q[:,i] = q.ravel()
+        B[i] = dot(R[:,:i+1], Q[:,:i+1].T)
+        
+    qnorm = apply_along_axis(vnorm, 0, Q)
+    tnorm = sqrt(tt)
+    pp = (P**2).sum(0)
+    if mode=='detailed':
+        E = empty((aopt, m, n))
+        F = empty((aopt, k, l))
+        ssqx, ssqy = [], []
+        leverage = empty((aopt, m))
+        #h2x = [] #hotellings T^2
+        #h2y = []
+        for ai in range(aopt):
+            E[ai,:,:] = X - dot(T[:,:ai+1], P[:,:ai+1].T)
+            F[ai,:,:] = Y - dot(T[:,:i], Q[:,:i].T)
+            ssqx.append([(E[ai,:,:]**2).mean(0), (E[ai,:,:]**2).mean(1)])
+            ssqy.append([(F[ai,:,:]**2).mean(0), (F[ai,:,:]**2).mean(1)])
+            leverage[ai,:] = 1./m + ((T[:,:ai+1]/tnorm[:ai+1])**2).sum(1)
+            #h2y.append(1./k + ((Q[:,:ai+1]/qnorm[:ai+1])**2).sum(1))
+    else:
+        # residuals
+        E = X - dot(T, P.T)
+        F = Y - dot(T, Q.T)
+        sepx = E**2
+        ssqx = [sepx.sum(0), sepx.sum(1)]
+        sepy = F**2
+        ssqy = [sepy.sum(0), sepy.sum(1)]
+        leverage = 1./m + ((T/tnorm)**2).sum(1)
+        
+    # variances
+    tp= tt*pp
+    tq = tt*qnorm*qnorm
+    expvarx = r_[0, 100*tp/(X*X).sum()]
+    expvary = r_[0, 100*tq/(Y*Y).sum()]
+    
+    if scale=='loads':
+        T = T/tnorm
+        W = W*tnorm
+        Q = Q*tnorm
+        P = P*tnorm
+
+    return {'Q': Q, 'P': P, 'T': T, 'W': W, 'R': R, 'E': E, 'F': F, 'B': B,
+            'evx': expvarx, 'evy': expvary, 'ssqx': ssqx, 'ssqy': ssqy,
+            'leverage': leverage, 'mnx': mnx, 'mny': mny}
 
 def nipals_lpls(X, Y, Z, a_max, alpha=.7, mean_ctr=[2, 0, 1], scale='scores', verbose=False):
     """ L-shaped Partial Least Sqaures Regression by the nipals algorithm.
@@ -38,11 +438,7 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, mean_ctr=[2, 0, 1], scale='scores', ve
             -1 : nothing
             0 : row center
             1 : column center
-            2 : double center   
+            2 : double center
-        scale : {'scores', 'loads'}, optional
-            Option to decide on where the scale goes.
-        verbose : {boolean}, optional
-            Verbosity of console output. For use in debugging.
     
     *Returns*:
     
@@ -75,6 +471,13 @@ def nipals_lpls(X, Y, Z, a_max, alpha=.7, mean_ctr=[2, 0, 1], scale='scores', ve
         mnz : {array}
             Z location
 
+    *OtherParameters*:
+
+        scale : {'scores', 'loads'}, optional
+            Option to decide on where the scale goes.
+        verbose : {boolean}, optional
+            Verbosity of console output. For use in debugging.
+
     *References*
         Saeboe et al., LPLS-regression: a method for improved prediction and
         classification through inclusion of background information on
@@ -296,3 +699,59 @@ def _scale(a, axis):
         raise IOError("input error: axis must be in [-1,0,1]")
 
     return a - sc, sc
+
+def esvd(data, a_max=None):
+    """ SVD with kernel calculation
+
+    Calculate subspaces of X'X or XX' depending on the shape
+    of the matrix.
+
+    Parameters:
+
+        data : {array}
+            Data matrix
+        a_max : {integer}
+            Number of components to extract
+
+    Returns:
+
+        u : {array}
+            Right hand eigenvectors
+        s : {array}
+            Singular values
+        v : {array}
+            Left hand eigenvectors
+    
+    notes:
+
+        Uses Anoldi iterations (ARPACK)
+    
+    """
+    
+    m, n = data.shape
+    if m>=n:
+        kernel = dot(data.T, data)
+        
+        if a_max==None:
+            a_max = n - 1
+        s, v = arpack.eigen_symmetric(kernel,k=a_max, which='LM',
+                                    maxiter=200,tol=1e-5)
+        s = s[::-1]
+        v = v[:,::-1]
+        #u, s, vt = svd(kernel)
+        #v = vt.T
+        s = sqrt(s)
+        u = dot(data, v)/s
+    else:
+        kernel = dot(data, data.T)
+        if a_max==None:
+            a_max = m -1
+        s, u = arpack.eigen_symmetric(kernel,k=a_max, which='LM',
+                                      maxiter=200,tol=1e-5)
+        s = s[::-1]
+        u = u[:,::-1]
+        #u, s, vt = svd(kernel)
+        s = sqrt(s)
+        v = dot(data.T, u)/s
+
+    return u, s, v