Reintroduced parameter D with a description and pointer to further li…

…terature.

src/main/scala/scalismo/numerics/PivotedCholesky.scala

@@ -187,8 +187,15 @@ object PivotedCholesky {
 
     val PivotedCholesky(l, _, _) = computeApproximateCholeskyGeneric(k, xs, sc)
 
-    val Lt = l(::, 0 until l.cols).t
-    val phi: DenseMatrix[Double] = Lt * l(::, 0 until l.cols)
+    // Parameter D is called mass matrix in the 'Galerkin discretization' of the eigenvalue problem.
+    // Here it can be written as a scalar value.
+    // For more information in regards to situations where D might be adapted, please start with
+    // "On the Low-rank Approximation by the PivotedCholesky Decomposition" (H. Harbrecht, M. Peters, R. Schneider)
+
+    val D = 1.0
+
+    val LtD = l(::, 0 until l.cols).t * D
+    val phi: DenseMatrix[Double] = LtD * l(::, 0 until l.cols)
 
     val SVD(v, _, _) = breeze.linalg.svd(phi)
     val U: DenseMatrix[Double] = l(::, 0 until l.cols) * v