adjust eps for whitening in case of very small magnitude data

src/spikeinterface/preprocessing/whiten.py

@@ -68,7 +68,7 @@ def __init__(
                 M = np.asarray(M)
         else:
             W, M = compute_whitening_matrix(
-                recording, mode, random_chunk_kwargs, apply_mean, radius_um=radius_um, eps=1e-8
+                recording, mode, random_chunk_kwargs, apply_mean, radius_um=radius_um
             )
 
         BasePreprocessor.__init__(self, recording, dtype=dtype_)
@@ -122,7 +122,7 @@ def get_traces(self, start_frame, end_frame, channel_indices):
 whiten = define_function_from_class(source_class=WhitenRecording, name="whiten")
 
 
-def compute_whitening_matrix(recording, mode, random_chunk_kwargs, apply_mean, radius_um=None, eps=1e-8):
+def compute_whitening_matrix(recording, mode, random_chunk_kwargs, apply_mean, radius_um=None):
     """
     Compute whitening matrix
 
@@ -167,6 +167,20 @@ def compute_whitening_matrix(recording, mode, random_chunk_kwargs, apply_mean, r
     cov = data.T @ data
     cov = cov / data.shape[0]
 
+    # Here we determine eps used below to avoid division by zero.
+    # Typically we can assume that data is in units of
+    # microvolts, but this is not always the case. When data
+    # is float type and scaled down to very small values, then the
+    # default eps=1e-6 can be too large, resulting in incorrect
+    # whitening. We therefore check to see if the data is float
+    # type and we estimate a more reasonable eps in the case
+    # where the data is on a scale less than 1.
+    eps = 1e-6 # the default
+    if data.dtype.kind == "f":
+        median_data_sqr = np.median(data ** 2) # use the square because cov (and hence S) scales as the square
+        if median_data_sqr < 1 and median_data_sqr > 0:
+            eps = max(1e-16, median_data_sqr * 1e-3) # use a small fraction of the median of the squared data
+
     if mode == "global":
         U, S, Ut = np.linalg.svd(cov, full_matrices=True)
         W = (U @ np.diag(1 / np.sqrt(S + eps))) @ Ut