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