Create an (semi-) orthogonal matrix

orthogonal_matrix

def orthogonal_matrix(n_lower, n_upper):
    """
    Creates and returns an orthogonal weight matrix.

    For non square matrices this will just ignire some degrees of freedom.
    """
    R_lower, _ = np.linalg.qr( np.random.normal(size=(n_lower, n_lower)) )
    R_upper, _ = np.linalg.qr( np.random.normal(size=(n_upper, n_upper)) )
    n_min = min(n_lower, n_upper)
    W = gain * np.dot(R_out[:,:n_min], R_in[:n_min,:])
    return W