GivenLet $X_{N \times d}$ be the data matrix, where $N$ is the number of samples and $d$ the size of the features space.
Using Kernel-PCAkernel PCA (kPCA), one first it is computedcomputes a kernel matrix $K_{N \times N}$, and thanthen, after the eigen vectorsits eigenvectors $eig_{N \times N}$$E_{N \times N}$ have been computed, it is possible to prejectproject the data overonto the first $c \leq d$$c \leq N$ components as: $$X_\mathrm{projected} = KE_c,$$ where $E_c$ denotes first $c$ columns of $E$. Equivalently, in Matlab notation:
ProjectedProjected_data = K*eigK*E(:,1:c);
The new projected data have now size ${N \times c} $.
I would like to know if it is possible to prjectproject an unseen data vector $x_{1 \times d} $ overonto the previously computed principal components vector $eig$$E$. If it's If it is possible, what is the correct procedure?