[SPARK-21862] Add overflow check in PCA

• Type: Improvement
• Status: Resolved
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 2.2.0, 2.3.0
• Fix Version/s: 2.3.0
• Component/s: ML
• Assignee: Weichen Xu
• Reporter: Weichen Xu
• Shepherd: Joseph K. Bradley
• Created: 29/Aug/17 10:10
• Updated: 31/Aug/17 23:25
• Resolved: 31/Aug/17 23:25

Description

We should add overflow check in PCA, otherwise it is possible to throw `NegativeArraySizeException` when `k` and `numFeatures` are too large.

The overflow checking formula is here:
https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/linalg/functions/svd.scala#L87

Issue Links

• links to: [Github] Pull Request #19078 (WeichenXu123)