Mahout translation (approximation, since ssvd is reduced-rank, not the true thing):
val (drmU, drmV, s) = dssvd(drmA, k = 100) val drmInvA = drmV %*% diagv(1 /=: s) %*% drmU.t Still, technically, it is a right inverse as in reality m is rarely the same as n. Also, k must be k<= drmA.nrow min drmA.ncol On Thu, Oct 8, 2015 at 2:52 PM, Andrew Musselman <[email protected] > wrote: > Yeah, nice trick Ted; here's a how-to for the list: > http://www.cse.unr.edu/~bebis/CS791E/Notes/SVD.pdf > > On Thu, Oct 8, 2015 at 2:31 PM, Ted Dunning <[email protected]> wrote: > > > Yes. You can get the inverse from an SVD or emulate its effect. > > > > Can you share the actual mathematical specification for your problem? > > > > If you can't, then there is little we can do to help. > > > > > > > > On Wed, Oct 7, 2015 at 11:35 PM, go canal <[email protected]> > > wrote: > > > > > Unfortunately I do not know much details of these. The steps of these > > > calculation is passed to me from a research team. I am helping them > with > > > coding part only. I myself is not good at math :-( > > > btw, I think Mahout supports out-of-core SVD, am I correct ? If so, I > > can > > > get inverse of matrix from SVD right ? thanks, canal > > > > > > > > > On Monday, October 5, 2015 2:25 PM, Ted Dunning < > > > [email protected]> wrote: > > > > > > > > > That isn't enough detail. > > > > > > How do you mean to compute degrees of freedom? WHy do you need the > > inverse > > > to do this? > > > > > > Where did you get this algorithm? > > > > > > Is this even appropriate at large scale? > > > > > > Is this a stable computation? > > > > > > > > > > > > On Sun, Oct 4, 2015 at 11:18 PM, go canal <[email protected]> > > > wrote: > > > > > > > I will be more than interested to extend to complex double, when the > > > > solver is ready for double data type. thanks, canal > > > > > > > > > > > > On Monday, October 5, 2015 2:02 PM, Ted Dunning < > > > > [email protected]> wrote: > > > > > > > > > > > > On Sun, Oct 4, 2015 at 10:32 PM, go canal <[email protected] > > > > > > wrote: > > > > > > > > > in fact i need to support both double and complex double for either > > > > > distributed memory based or out-of-core. > > > > > > > > > > > > Ahh... > > > > > > > > Well Mahout doesn't support complex anything. So this isn't going to > > help > > > > you. > > > > > > > > > > > > > > > > > > > > > > > >
