# HG changeset patch
# User James Bergstra <bergstrj@iro.umontreal.ca>
# Date 1284518151 14400
# Node ID 822c7691a7599fd278a5bb3440ea45c2d3697436
# Parent  f0129e37a8ef8e472ca54e8a6513dc297e8200b0
pca - added pca_whiten_inverse function

diff -r f0129e37a8ef -r 822c7691a759 pylearn/preprocessing/pca.py
--- a/pylearn/preprocessing/pca.py	Wed Sep 08 13:18:13 2010 -0400
+++ b/pylearn/preprocessing/pca.py	Tue Sep 14 22:35:51 2010 -0400
@@ -109,6 +109,15 @@
     pca_of_X /= numpy.sqrt(eigvals)+eps
     return pca_of_X
 
+def pca_whiten_inverse((eigvals, eigvecs), whitened_X, eps=1e-8):
+    """
+    Return an approximate inverse of the `pca_whiten` transform.
+
+    The inverse is not perfect because pca_whitening discards the least-significant components
+    of the data.
+    """
+    return numpy.dot(whitened_X * (numpy.sqrt(eigvals)+eps), eigvecs.T)
+
 def zca_whiten((eigvals, eigvecs), centered_X):
     """Return the PCA of X but rotated back into the original vector space.