Eigen-decomposition step shared by every kernel-PCA variant (Geron Ch 7, morie.fn hmkprbf helper)

Eigen-decomposition step shared by every kernel-PCA variant (Geron Ch 7, morie.fn hmkprbf helper)

Usage

morie_geron_kernel_pca_from_gram(K, n_components)

Arguments

K

Gram matrix.

n_components

Components to keep.

Value

List(projection, eigenvalues, alphas, K_centered).

Examples

set.seed(1)
X <- matrix(rnorm(6 * 3), 6, 3)
K <- tcrossprod(X)
pc <- morie_geron_kernel_pca_from_gram(K, 2)
is.list(pc) || is.matrix(pc)
#> [1] TRUE