PCVM library code announced at MLOSS

The pcvm library code has been announced at mloss.org
https://mloss.org/software/view/610/

PCVM C++/armadillo library 0.2

New version of the PCVM C++ code is now available including
the usage of Nystroem approximated kernel (see Readme).
The code now also contains concepts published at ESANN 2015 see
http://www.promos-science.blogspot.de/2015/01/accepted-paper-at-esann2015.html

It may also be interesting if you would like to have a C++/Armadillo implementation
of a Nystroem approximated singular value decomposition (SVD), eigenvalue decomposition (EVD)
or pseudo inverse calculation (PINV). Further it contains code for the normCDF and normPDF.

The code is available at PCVM code

C++ / Armadillo  multicore code for Probabilistic Classification Machine (PCVM) published
see PCVM code

The paper about Incremental Probabilistic Classification Vector
Machine with linear costs was accepted at the International Joint Conference on Neural Networks. In the paper we improve the runtime and memory complexity of the Incremental Probabilistic Classification Vector Machine (EPCVM) to linear costs and derive a formulation for a Nystroem approximation on asymmetric matrices.