Totally an approximation; depends on why people are asking for the inverse and whether it'd do.
On Thu, Oct 8, 2015 at 4:20 PM, Dmitriy Lyubimov <[email protected]> wrote: > or pseudoinverse really, i guess > > On Thu, Oct 8, 2015 at 3:58 PM, Dmitriy Lyubimov <[email protected]> > wrote: > > > 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. > >> > > > > >> > > > > >> > > > > >> > > > >> > > > >> > > > >> > > >> > > > > >
