Matern Kernel implementation needed (C++)

[positiveblue]

The #28 pull request give us all the flow to use the Matern kernel from the capi. However, the implementation is missed (gram and symmetric_gram functions are empty) For now, I will throw an exception if someone tries to execute them.

The function should have that behavior (this is python code that should be translated to C++):

D = euclidean(X, Xt);
Y = scipy.sqrt(2.0 * nu * D) / l
K = 2.0 ** (1 - nu) / scipy.special.gamma(nu) * Y ** nu * scipy.special.kv(nu, Y)
return scipy.real(K)