Diffusion representation for asymmetric kernels

We extend the diffusion-map formalism to data sets that are induced by asymmetric kernels. Analytical convergence results of the resulting expansion are proved, and an algorithm is proposed to perform the dimensional reduction. A coordinate system connected to the tensor product of Fourier basis is used to represent the underlying geometric structure obtained by the diffusion-map, thus reducing the dimensionality of the data set and making use of the speedup provided by the two-dimensional Fast Fourier Transform algorithm (2-D FFT). We compare our results with those obtained by other eigenvalue expansions, and verify the efficiency of the algorithms with synthetic data, as well as with real data from applications including climate change studies.