[MAHOUT-817] Add PCA options to SSVD code

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 0.6
• Fix Version/s: 0.7
• Assignee: Dmitriy Lyubimov
• Reporter: Dmitriy Lyubimov
• Created: 21/Sep/11 18:14
• Updated: 16/Jun/12 09:35
• Resolved: 07/Mar/12 22:54

Description

It seems that a simple solution should exist to integrate PCA mean subtraction into SSVD algorithm without making it a pre-requisite step and also avoiding densifying the big input.

Several approaches were suggested:

1) subtract mean off B
2) propagate mean vector deeper into algorithm algebraically where the data is already collapsed to smaller matrices
3) --?

It needs some math done first . I'll take a stab at 1 and 2 but thoughts and math are welcome.