rk {fpcb} | R Documentation |
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)
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. |
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. |
J. Cugliari and N. Hernández
grid = seq(0,1,,100)
rk(grid, sigma = 1)