rk function

kernel function

Computes the Gram matrix of the gaussian kernel over a grid of values and computes its singular value decomposition.

rk(grid, sigma = 1, r, tol = 1e-08)

Arguments

• grid: grid of points where the kernel function is evaluated.
• sigma: is the temperature of the kernel (standard deviation)
• r: the dimension of the basis system of the Gran matrix (K). If missing then r is the rank of K.
• tol: A tolerance to keep the first d eigenvalues of A. Default = 1e-08.

Returns

• grid: grid of points where the kernel function is evaluated.

• K: Kernel Gram matrix - U: first r eigenvectors of K using svd.

• D: first r eigenvectors of K using svd.

Examples

grid = seq(0,1,,100)
rk(grid, sigma = 1)

Author(s)

J. Cugliari and N. Hernández