diff --git a/changepoynt/algorithms/sst.py b/changepoynt/algorithms/sst.py index e2cf288..556a70e 100644 --- a/changepoynt/algorithms/sst.py +++ b/changepoynt/algorithms/sst.py @@ -303,7 +303,7 @@ def _rayleigh_singular_value_decomposition(hankel_past: np.ndarray, hankel_futur # compute the projection distance alpha = singvecs_past.T @ eigvec_future - return 1 - alpha.sum(), eigvec_future + return 1 - alpha.T @ alpha, eigvec_future def _facebook_random_singular_value_decomposition(hankel_past: np.ndarray, hankel_future: np.ndarray, x0: np.ndarray, @@ -390,7 +390,6 @@ def _random_singular_value_decomposition(hankel_past: np.ndarray, hankel_future: return 1 - alpha.T @ alpha, eigvec_future - def main(): """This function is not intended for users, but for quick testing during development.""" from time import time @@ -413,7 +412,7 @@ def main(): start = time() ika_sst.transform(x) # print((time() - start) / (length * 3)) - svd_sst.transform(x) + print(svd_sst.transform(x)) rsvd_sst.transform(x) fbrsvd_sst.transform(x)