pub fn estimate_kernel_rank(
kernel_matrix: &[Vec<f64>],
variance_threshold: f64,
) -> Result<usize>Expand description
Compute the effective dimensionality (rank) of a kernel matrix based on normalized eigenvalue spectrum.
This is useful for determining the intrinsic dimensionality of the data in kernel space.
§Arguments
kernel_matrix- Kernel matrixvariance_threshold- Cumulative variance threshold (e.g., 0.95 for 95%)
§Returns
- Estimated rank (number of eigenvalues needed to reach threshold)
Note: This is a simplified estimate based on diagonal dominance. For accurate rank estimation, full eigendecomposition is needed.