pyFDN.nearest_orthogonal#

pyFDN.nearest_orthogonal(A)[source]#

Return the nearest orthogonal matrix to A in the Frobenius norm.

Computed via the polar decomposition: B = U V^T where A = U S V^T is the SVD of A.

Parameters:

A (ndarray) – Square real matrix, shape (N, N).

Return type:

ndarray

Returns:

Orthogonal matrix of shape (N, N).