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  1. Mahout
  2. MAHOUT-792

Add new stochastic decomposition code

    Details

    • Type: New Feature
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 0.6
    • Component/s: None
    • Labels:
      None

      Description

      I have figured out some simplification for our SSVD algorithms. This eliminates the QR decomposition and makes life easier.

      I will produce a patch that contains the following:

      • a CholeskyDecomposition implementation that does pivoting (and thus rank-revealing) or not. This should actually be useful for solution of large out-of-core least squares problems.
      • an in-memory SSVD implementation that should work for matrices up to about 1/3 of available memory.
      • an out-of-core SSVD threaded implementation that should work for very large matrices. It should take time about equal to the cost of reading the input matrix 4 times and will require working disk roughly equal to the size of the input.

        Attachments

        1. sd-2.pdf
          142 kB
          Ted Dunning
        2. MAHOUT-792.patch
          231 kB
          Ted Dunning
        3. MAHOUT-792.patch
          211 kB
          Ted Dunning

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              • Assignee:
                tdunning Ted Dunning
                Reporter:
                tdunning Ted Dunning
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                • Created:
                  Updated:
                  Resolved: