dimhat(M)
sdr
.
M
. The matrix M
should be the kernel matrix of a central subspace,
which can be obtained from sdr
. It must be a symmetric,
non-negative-definite, numeric matrix.
The algorithm finds the eigenvalues $lambda[1] \ge ...\ge lambda[n]$ of $M$, and then determines the index $k$ for which $lambda[k]/lambda[k-1]$ is greatest.
sdr
, subspaceDistance