How to combine multiple kernels of large sample datasets?
Welcome to Bioinformatics Stackexchange @SD1024. A recently published algorithm known as MOFA (Multi-Omics Factor Analysis, paper, github) is generating a lot of interest, and is designed answer exactly the sort of biological question you are describing. It claims to extract axes from multiple matrices with overlapping samples, but not necessarily overlapping features and handle missing data elegantly. I havn't tried it myself you, but I'm quite excited to do so.