Kernel matrix similarity

`simK()` computes the similarity between kernel matrices.

Usage

simK(Klist)

Arguments

Klist

A list of M kernel matrices with identical NxN dimension.

Value

Kernel matrix (dimension: MxM).

Details

It is a wrapper of `Frobenius()`.

Examples

K1 <- Linear(matrix(rnorm(7500),ncol=150,nrow=50))
K2 <- Linear(matrix(rnorm(7500),ncol=150,nrow=50))
K3 <- Linear(matrix(rnorm(7500),ncol=150,nrow=50))

simK(list(K1,K2,K3))
#> Remember that Klist should contain only kernel matrices (i.e. squared, symmetric and PSD).
#>   This function does NOT verify the symmetry and PSD criteria.
#>           [,1]      [,2]      [,3]
#> [1,] 1.0000000 0.7458809 0.7429504
#> [2,] 0.7458809 1.0000000 0.7619054
#> [3,] 0.7429504 0.7619054 1.0000000