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marmakoide/get_orthogonal_projection.py

Created April 27, 2023 07:54
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Build an orthogonal projection that projects vectors on U's subspace
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get_orthogonal_projection.py
import numpy
def get_orthogonal_projection(U):
M = numpy.random.randn(U.shape[1], U.shape[1])
M[:U.shape[0]] = U
Q, R = numpy.linalg.qr(M.T)
M[U.shape[0]:] = Q.T[U.shape[0]:]
Q, R = numpy.linalg.qr(M.T)
return Q.T
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