nystroem_method.hpp

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#ifndef MLPACK_METHODS_NYSTROEM_METHOD_NYSTROEM_METHOD_HPP
#define MLPACK_METHODS_NYSTROEM_METHOD_NYSTROEM_METHOD_HPP

#include <mlpack/prereqs.hpp>
#include "kmeans_selection.hpp"

namespace mlpack {
namespace kernel {

template<
  typename KernelType,
  typename PointSelectionPolicy = KMeansSelection<>
>
class NystroemMethod
{
 public:
  NystroemMethod(const arma::mat& data, KernelType& kernel, const size_t rank);

  void Apply(arma::mat& output);

  void GetKernelMatrix(const arma::mat* data,
                       arma::mat& miniKernel,
                       arma::mat& semiKernel);

  void GetKernelMatrix(const arma::Col<size_t>& selectedPoints,
                       arma::mat& miniKernel,
                       arma::mat& semiKernel);

 private:
  const arma::mat& data;
  KernelType& kernel;
  const size_t rank;
};

} // namespace kernel
} // namespace mlpack

// Include implementation.
#include "nystroem_method_impl.hpp"

#endif