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CholeskyDecomposition # solveRight(Matrix z) - Mahout - [javadoc]
- [see source code]
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...Compute z * inv(L') efficiently...
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http://search-lucene.com/jd/ma.../CholeskyDecomposition.html#solveRight(Matrix)
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SingularValueDecomposition # getSingularValues() - Mahout - [javadoc]
- [see source code]
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...Returns the diagonal of S, which is a one-dimensional array ofsingular values @return diagonal of S....
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http://search-lucene.com/jd/ma...larValueDecomposition.html#getSingularValues()
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...As well, the stochastic projection algorithms in general have little to recommend them for full rank decompositions. It may help a tiny bit to start with a QR decomposition...
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..., but the internals of an in-memory implementation should handle that. If you are doing a partial decomposition, however, the random projection stuff is great for in-memory decompositions as well as out...
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Author: Ted Dunning,
2011-09-29, 12:36
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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... and p=1 and caveat is that even though 3 singular values will be computed, only 2 of them will be saved. this solver always assumes "thin" decomposition requirement\s, although distinction...
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.... Point is, it will not do full rank decomposition with small matrices; but then, you don't want to use it with small matrices :) alhough i can engineer a patch to allow p=0 and full rank...
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| ... decompositions for short wide matrices if it is that important. -dmitriy On Fri, Sep 23, 2011 at 3:42 PM, Markus Holtermann wrote: ... |
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Author: Dmitriy Lyubimov,
2011-09-23, 23:42
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...As a side note, there are also a few in-memory SVD implementations. There is a SingularValueDecomposition which uses "pre-Mahout" data structures. There are also a few Factorizer classes...
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Author: Lance Norskog,
2011-09-24, 21:51
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...Hash: SHA1 Hey guys. Thank you for all the information about Singular Value Decomposition. The Lanczos algorithm seems to be a bad choice for small matrices. But the Stochastic SVD with k...
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Author: Markus Holtermann,
2011-09-28, 20:32
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...Also, like Ted said, using k= full rank is the same as running regular in core method, both memory and could wise. This method is for computing thin svd (k + p not to exceed perhaps 10...
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Author: Dmitriy Lyubimov,
2011-09-29, 03:08
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...Well... I think any Mapreduce based implementation is a bad choice for small matrices, frankly... regardless of precision it gives. There are much faster methods out here. On Sep 28, 2011 1:...
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Author: Dmitriy Lyubimov,
2011-09-29, 02:15
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Re: Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...); Again I quote from documentation: ** This implementation uses {@link org.apache.mahout.math.matrix.linalg.EigenvalueDecomposition} to do the * eigenvalue extraction from the small (desired...
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Author: Danny Bickson,
2011-09-23, 05:56
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Singular Value Decomposition does not return correct eigenvalues and -vectors - Mahout - [mail # user]
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...Hello there, I'm trying to run Mahout's Singular Value Decomposition but realized, that the resulting eigenvalues are wrong in most cases. So I took two small 3x3 matrices and calculated...
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Author: Markus Holtermann,
2011-09-23, 01:37
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