I'm pretty sure that the COLT code does it in reverse order (see
LanczosSolver for some usage there).

  -jake

On Sun, Oct 10, 2010 at 7:00 AM, Ted Dunning <[email protected]> wrote:

> Cool.
>
> I previously potted and tested the qr decomposition. Looks I have a similar
> task ahead for the svd.
>
> It us the convention that the singular values come out in order but there
> is usually no guarantee that the will so the svd codes usually have a sort
> step to do this.
>
> Sent from my iPhone
>
> On Oct 9, 2010, at 10:09 PM, "Dmitriy Lyubimov (JIRA)" <[email protected]>
> wrote:
>
> >
> >    [
> https://issues.apache.org/jira/browse/MAHOUT-376?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12919567#action_12919567]
> >
> > Dmitriy Lyubimov edited comment on MAHOUT-376 at 10/10/10 1:08 AM:
> > -------------------------------------------------------------------
> >
> > ok, i got to BBt normalized for rank deficiences in Q blocks.
> >
> > What eigensolver should i use in context of Mahout? I know there's
> something in that Cern library but it is all deprecateed. There's also a
> solver in apache commons, but it is not readily imported into the mahout
> core.
> >
> > Thanks.
> >
> > PS. i tried EigenvalueDecomposition from cern library. I know i am quite
> likely providing an ill-conditioned matrix in my unit test but strange thing
> is that eigen values are not always in descending order. i thought they were
> supposed to come out in descending order?
> >
> >      was (Author: dlyubimov2):
> >    ok, i got to BBt normalized for rank deficiences in Q blocks.
> >
> > What eigensolver should i use in context of Mahout? I know there's
> something in that Cern library but it is all deprecateed. There's also a
> solver in apache commons, but it is not readily imported into the mahout
> core.
> >
> > Thanks.
> >
> >> Implement Map-reduce version of stochastic SVD
> >> ----------------------------------------------
> >>
> >>                Key: MAHOUT-376
> >>                URL: https://issues.apache.org/jira/browse/MAHOUT-376
> >>            Project: Mahout
> >>         Issue Type: Improvement
> >>         Components: Math
> >>           Reporter: Ted Dunning
> >>           Assignee: Ted Dunning
> >>            Fix For: 0.5
> >>
> >>        Attachments: MAHOUT-376.patch, sd-bib.bib, sd.pdf, sd.tex,
> Stochastic SVD using eigensolver trick.pdf
> >>
> >>
> >> See attached pdf for outline of proposed method.
> >> All comments are welcome.
> >
> > --
> > This message is automatically generated by JIRA.
> > -
> > You can reply to this email to add a comment to the issue online.
> >
>

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