About: PCVM library a c++/armadillo implementation of the Probabilistic Classification Vector Machine.Changes:
30.10.2015 * code has been revised in some places fixing also some errors different multiclass schemes and hdf5 file support added. Some speed ups and memory savings by better handling of intermediate objects.
27.05.2015: - Matlab binding under Windows available. Added a solution file for VS'2013 express to compile a matlab mex binding. Can not yet confirm that under windows the code is really using multiple cores (under linux it does)
29.04.2015 * added an implementation of the Nystroem based PCVM includes: Nystroem based singular value decomposition (SVD), eigenvalue decomposition (EVD) and pseudo-inverse calculation (PINV)
22.04.2015 * implementation of the PCVM released