Discussion:
distributed cholesky on mahout
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QIFAN PU
2018-04-19 02:08:00 UTC
Permalink
Hi,

I'm wondering if distributed cholesky decomposition on mahout is supported
now.
From this doc:
https://mahout.apache.org/users/sparkbindings/ScalaSparkBindings.pdf
It seems that the implementation is single-node?

Thanks,
Qifan
Ted Dunning
2018-04-19 15:09:39 UTC
Permalink
There was a variant of cholesky decomposition in Mahout at one time not so
long ago. I would guess that it is still there.

It is difficult to make a truly distributed version of QR decomposition,
but for the purposes of the randomized SVD in Mahout, it wasn't actually
necessary to have a true QR.

I don't have a pointer handy and I am not even sure that this code is still
in Mahout.

Sorry about that.
Post by QIFAN PU
Hi,
I'm wondering if distributed cholesky decomposition on mahout is supported
now.
https://mahout.apache.org/users/sparkbindings/ScalaSparkBindings.pdf
It seems that the implementation is single-node?
Thanks,
Qifan
Trevor Grant
2018-04-19 15:14:26 UTC
Permalink
Hey Qifan,

I think you can do a distributed QR if the matrix is thin.

http://mahout.apache.org/docs/latest/algorithms/linear-algebra/d-qr.html

dqrThin(drmA) I think you want.
Post by Ted Dunning
There was a variant of cholesky decomposition in Mahout at one time not so
long ago. I would guess that it is still there.
It is difficult to make a truly distributed version of QR decomposition,
but for the purposes of the randomized SVD in Mahout, it wasn't actually
necessary to have a true QR.
I don't have a pointer handy and I am not even sure that this code is still
in Mahout.
Sorry about that.
Post by QIFAN PU
Hi,
I'm wondering if distributed cholesky decomposition on mahout is
supported
Post by QIFAN PU
now.
https://mahout.apache.org/users/sparkbindings/ScalaSparkBindings.pdf
It seems that the implementation is single-node?
Thanks,
Qifan
Dmitriy Lyubimov
2018-04-19 21:43:22 UTC
Permalink
no distributed Cholesky as far as i know.
Thin QR or ssvd.
Post by QIFAN PU
Hi,
I'm wondering if distributed cholesky decomposition on mahout is supported
now.
https://mahout.apache.org/users/sparkbindings/ScalaSparkBindings.pdf
It seems that the implementation is single-node?
Thanks,
Qifan
Qifan Pu
2018-04-20 07:27:05 UTC
Permalink
Got it. I need to do cholesky on a large square matrix. Thanks for the
info, Ted, Trevor & Dmitriy. Good to know.
Post by Dmitriy Lyubimov
no distributed Cholesky as far as i know.
Thin QR or ssvd.
Post by QIFAN PU
Hi,
I'm wondering if distributed cholesky decomposition on mahout is
supported
Post by QIFAN PU
now.
https://mahout.apache.org/users/sparkbindings/ScalaSparkBindings.pdf
It seems that the implementation is single-node?
Thanks,
Qifan
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