Wednesday 29 April 2015

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

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