Hyper-Ellipsoidal Conjugate Gradient Descent
On this page you
can find a MATLAB implementation of the Hyper-Ellipsoidal Conjugate
Gradient Descent algorithm, that can be used for sparse opitimization
of second order kernel methods like kernel-PCA, kernel-SFA (slow
feature analysis), or kernel-CCA (canonical correlation analysis). The
following two files you may download, use, redistribute, and/or modify
under the terms of the GNU General Public License .
hecgd.m  - hyper-ellipsoidal conjugate gradient descent algorithm
errsokm.m  - error function for sparse second order kernel methods
How to use these files is described here .
If you use this software in publications, please cite: