Yes. But SSVD != Lanczos. Lanczos is vector at at time sequential like you said. SSVD does all the vectors in one go. That one go requires a few steps, but does not require O(k) iterations.
On Mon, Mar 25, 2013 at 12:16 PM, Sean Owen <[email protected]> wrote: > OK, the 'k iterations' happen inline in one job? I thought the Lanczos > algorithm found the k eigenvalues/vectors one after the other. Yeah I > suppose that doesn't literally mean k map/reduce jobs. Yes the broader > idea was whether or not you might get something useful out of ALS > earlier. > > On Mon, Mar 25, 2013 at 11:06 AM, Ted Dunning <[email protected]> > wrote: > > SVD need not be iterative at all. The SSVD code uses roughly 5 > map-reduces > > to give you a high quality SVD approximation. There is the option to add > > 0, 1 or more extra iterations, but it is rare to need more than 1. > > > > ALS could well be of use after less work. This is especially try for > > incremental solutions. >
