Source code for svcco.implicit.core.h_matrix

import numpy as np
import numba as nb

[docs]@nb.jit(nopython=True) def H(K00,K01,K11,lam): if lam > 0: inv = np.linalg.inv(np.eye(K00.shape[0])+lam*K00) H_matrix = K11 - (lam*K01.T)@inv@K01 else: H_matrix = K11 return H_matrix