diff options
Diffstat (limited to 'src')
| -rw-r--r-- | src/gensvm_kernel.c | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/src/gensvm_kernel.c b/src/gensvm_kernel.c index 521bddb..190a120 100644 --- a/src/gensvm_kernel.c +++ b/src/gensvm_kernel.c @@ -264,9 +264,12 @@ long gensvm_kernel_eigendecomp(double *K, long n, double cutoff, double **P_ret, num_eigen = n - cutoff_idx; + // In the mathematical derivation (see paper), we state that the + // diagonal matrix Sigma contains the square root of the eigenvalues + // (i.e. the eigendecomposition is: K = P * Sigma^2 * P'). Sigma = Calloc(double, num_eigen); for (i=0; i<num_eigen; i++) { - Sigma[i] = tempSigma[n-1 - i]; + Sigma[i] = sqrt(tempSigma[n-1 - i]); } // revert P to row-major order and copy only the the columns |