from __future__ import annotations import numpy as np def df1(eigenvalues: np.ndarray, value: float) -> float: eig = np.asarray(eigenvalues, dtype=np.float64) return float(np.sum(eig / (eig + value))) def df2(eigenvalues: np.ndarray, value: float, other: float | None = None) -> float: eig = np.asarray(eigenvalues, dtype=np.float64) if other is None: other = value return float(np.sum(eig**2 / ((eig + value) * (eig + other)))) def solve_kappa( eigenvalues: np.ndarray, noise_variance: float, n_samples: int, *, tol: float = 1e-12, max_iter: int = 200, ) -> float: """Solve the Silverstein equation used by the paper for finite spectra.""" eig = np.asarray(eigenvalues, dtype=np.float64) if np.any(eig < 0): raise ValueError("eigenvalues must be non-negative") if noise_variance <= 0: raise ValueError("noise_variance must be positive") if n_samples <= 0: raise ValueError("n_samples must be positive") gamma = eig.size / float(n_samples) def residual(kappa: float) -> float: trace = float(np.mean(eig / (eig + kappa))) return kappa - noise_variance - gamma * kappa * trace lo = float(noise_variance) hi = max(lo * 2.0, lo + 1.0, float(np.max(eig)) + lo) while residual(hi) <= 0.0: hi *= 2.0 for _ in range(max_iter): mid = 0.5 * (lo + hi) if residual(mid) <= 0.0: lo = mid else: hi = mid if hi - lo <= tol * max(1.0, hi): break return float(0.5 * (lo + hi)) def denoiser_shrinkage(eigenvalues: np.ndarray, noise_variance: float) -> np.ndarray: eig = np.asarray(eigenvalues, dtype=np.float64) return eig / (eig + float(noise_variance))