Tune KPCA code

[karlnapf]

This task is to tune Kernel PCA in the same way as std PCA. As kernel PCA always does an Eigendecomposition, this is just about unit-testing and making use of Eigen3.
There is already a unit test, but it would be great to have a more systematic comparison against a reference implementation.
In addition, automatically selecting the number of PC would be useful. See #1876

[vigsterkr]

@karlnapf how's the status of this one?

[karlnapf]

Not done,
should also be rephrased not to use Eigen3, but rather our linalg framework