An implementation, singular value decomposition, in matlab.
Written by Kai-Xuan Chen (e-mail: kaixuan_chen_jsh@163.com)

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BibTex :

@inproceedings{chen2018riemannian,
  title={Riemannian kernel based Nystr{\"o}m method for approximate infinite-dimensional covariance descriptors with application to image set classification},
  author={Chen, Kai-Xuan and Wu, Xiao-Jun and Wang, Rui and Kittler, Josef},
  booktitle={2018 24th International Conference on Pattern Recognition (ICPR)},
  pages={651--656},
  year={2018},
  organization={IEEE}
}

Chen K X, Wu X J, Wang R, et al. Riemannian kernel based Nyström method for approximate infinite-dimensional covariance descriptors with application to image set classification[C]//2018 24th International conference on pattern recognition (ICPR). IEEE, 2018: 651-656. (https://github.com/Kai-Xuan/AidCovDs/)