H-SVD
H-SVD indicator factory
- tohubohu.hsvd.hsvd(n: int, mapping: Callable[[...], jax.Array], observable: Callable[[...], jax.Array], *, delay: int = 1, length: int | None = None, dimension: int | None = None, normalize: bool = True, background: float = 1e-16) Callable[[...], jax.Array] [source]
H-SVD indicator factory
- Parameters:
n (int) – number of iterations to perform
mapping (Callable[[Array, *Any], Array]) – state transformation mapping
observable (Callable[[Array, *Any], Array]) – function to apply
delay (int, default=1) – delay
length (Optional[int]) – subsequence length
dimension (Optional[int]) – number of subsequences
normalize (bool, default=True) – normalization flag
background (float, default=1.0E-16) – singular values background (constant added to all singular values)
- Return type:
Array
- tohubohu.hsvd.svd_entropy(sequence: jax.Array, *, delay: int = 1, length: int | None = None, dimension: int | None = None, normalize: bool = True, background: float = 1e-16) jax.Array [source]
Compute SVD entropy of a given sequence
- Parameters:
sequence (Array) – input sequence
delay (int, default=1) – delay
length (Optional[int]) – subsequence length
dimension (Optional[int]) – number of subsequences
normalize (bool, default=True) – normalization flag
background (float, default=1.0E-16) – singular values background (constant added to all singular values)
- Return type:
Array