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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...Okay, you do have a problem. Y'*Y is 10x10, but it's rank is 5. Has to have something to do with the input data. On Sat, Apr 6, 2013 at 7:47 PM, Sean Owen wrote: ...
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Author: Koobas,
2013-04-07, 00:45
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...On Fri, Apr 5, 2013 at 8:07 AM, Sean Owen wrote: What Y do you end up with? ...
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Author: Koobas,
2013-04-06, 23:19
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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.... You get a new row in A and want to solve A = X*Y' for X, given the current Y. (And vice versa). I'm using a QR decomposition for that, but not to directly solve the system (and this may...
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Author: Sean Owen,
2013-04-05, 12:07
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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... of the small elements of R as far down the diagonal as possible. This gives you a reliable way of finding the problems and can give you approximate solutions of a limited rank decomposition of A...
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Author: Ted Dunning,
2013-04-04, 13:13
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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... may find that the resulting vectors are infinite or very large. In particular I at least had to make the singularity threshold a lot larger than Double.MIN_VALUE in the QR decomposition. Try...
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Author: Sean Owen,
2013-04-04, 18:23
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...Let me try to wrap my head around it........ On Fri, Apr 5, 2013 at 8:07 AM, Sean Owen wrote: ...
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Author: Koobas,
2013-04-05, 14:07
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...(On this aside -- the Commons Math version uses Householder reflections but operates on a transposed representation for just this reason.) On Thu, Apr 4, 2013 at 11:11 PM, Ted Dunning ...
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Author: Sean Owen,
2013-04-05, 11:25
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...On Fri, Apr 5, 2013 at 2:40 AM, Koobas wrote: Ahh... this is an important point and it should handle all of the issues of poor conditioning. The regularizer takes the rank...
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Author: Ted Dunning,
2013-04-05, 05:57
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...On Thu, Apr 4, 2013 at 6:19 PM, Sean Owen wrote: I did not just run one iteration. I ran 10. But the other 9 had no effect on the residual. What I sent was X*...
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Author: Koobas,
2013-04-05, 00:40
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...Makes perfect sense. Thanks for the explanation. On Thu, Apr 4, 2013 at 6:11 PM, Ted Dunning wrote: ...
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Author: Koobas,
2013-04-05, 00:30
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