the usage of Nystroem approximated kernel (see Readme).
The code now also contains concepts published at ESANN 2015 see
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