Add tests for nystrom.jl

Author: IsakFalk

test/runtests.jl

@@ -5,6 +5,7 @@ using Random
 
 @testset "KernelFunctions" begin
 include("test_kernelmatrix.jl")
+include("test_approximations.jl")
 include("test_constructors.jl")
 # include("test_AD.jl")
 include("test_transform.jl")

test/test_approximations.jl

@@ -0,0 +1,15 @@
+using Distances, LinearAlgebra
+using Test
+using KernelFunctions
+
+dims = [10,5]
+X = rand(dims...)
+k = SqExponentialKernel()
+@testset "Kernel Matrix Approximations" begin
+    @testset "Nystrom" begin
+        for obsdim in [1, 2]
+            @test kernelmatrix(k, X; obsdim=obsdim) ≈ kernelmatrix(nystrom(k, X, 1.0; obsdim=obsdim))
+            @test kernelmatrix(k, X; obsdim=obsdim) ≈ kernelmatrix(nystrom(k, X, collect(1:dims[obsdim]); obsdim=obsdim))
+        end
+    end
+end