Module dimensionality 

Functions

demixed_pca

Demixed PCA. Kobak et al. 2016.

factor_analysis

Factor analysis via EM. Rubin & Thayer 1982.

mat_inv_small 🔒

Small matrix inverse (Gauss-Jordan) for nf x nf matrices.

spike_train_pca

PCA on binned spike count matrix (neurons x time_bins).

symmetric_eigen 🔒

Symmetric eigendecomposition via Jacobi rotations. a is row-major n x n (symmetric). Returns (eigenvalues, eigenvectors_col_major) sorted descending.