rk {fpcb}

kernel function

Description

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

Usage

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.

Value

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.

Author(s)

J. Cugliari and N. Hernández

Examples

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