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https://issues.apache.org/jira/browse/MAHOUT-792?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13175254#comment-13175254
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Hudson commented on MAHOUT-792:
-------------------------------
Integrated in Mahout-Quality #1265 (See
[https://builds.apache.org/job/Mahout-Quality/1265/])
MAHOUT-792 - More small fixes. Added internal exception class for
CholeskyDecomp
MAHOUT-792 - Made tests use odd sizes to detect row/column confusion. Fixed
small errors in out of core SVD
MAHOUT-792 - New SSVD codes.
MAHOUT-792 - Copyright fixes for Cholesky
MAHOUT-792 - Additional test for QR decomposition.
MAHOUT-792 - Cholesky decomposition
MAHOUT-792 - New Cholesky decomposition for SSVD update.
MAHOUT-792 - Switch Cholesky to views.
tdunning :
http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222517
Files :
*
/mahout/trunk/core/src/main/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvd.java
*
/mahout/trunk/math/src/main/java/org/apache/mahout/math/CholeskyDecomposition.java
tdunning :
http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222516
Files :
*
/mahout/trunk/core/src/test/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvdTest.java
*
/mahout/trunk/math/src/main/java/org/apache/mahout/math/ssvd/SequentialBigSvd.java
*
/mahout/trunk/math/src/test/java/org/apache/mahout/math/ssvd/SequentialBigSvdTest.java
tdunning :
http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222515
Files :
* /mahout/trunk/core/src/main/java/org/apache/mahout/math/ssvd
*
/mahout/trunk/core/src/main/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvd.java
* /mahout/trunk/core/src/test/java/org/apache/mahout/math/ssvd
*
/mahout/trunk/core/src/test/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvdTest.java
*
/mahout/trunk/math/src/main/java/org/apache/mahout/math/CholeskyDecomposition.java
*
/mahout/trunk/math/src/main/java/org/apache/mahout/math/ssvd/SequentialBigSvd.java
*
/mahout/trunk/math/src/test/java/org/apache/mahout/math/CholeskyDecompositionTest.java
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/ssvd
*
/mahout/trunk/math/src/test/java/org/apache/mahout/math/ssvd/SequentialBigSvdTest.java
tdunning :
http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222514
Files :
*
/mahout/trunk/math/src/test/java/org/apache/mahout/math/QRDecompositionTest.java
tdunning :
http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222513
Files :
*
/mahout/trunk/math/src/main/java/org/apache/mahout/math/CholeskyDecomposition.java
*
/mahout/trunk/math/src/test/java/org/apache/mahout/math/CholeskyDecompositionTest.java
> Add new stochastic decomposition code
> -------------------------------------
>
> Key: MAHOUT-792
> URL: https://issues.apache.org/jira/browse/MAHOUT-792
> Project: Mahout
> Issue Type: New Feature
> Reporter: Ted Dunning
> Assignee: Ted Dunning
> Fix For: 0.6
>
> Attachments: MAHOUT-792.patch, MAHOUT-792.patch, sd-2.pdf
>
>
> I have figured out some simplification for our SSVD algorithms. This
> eliminates the QR decomposition and makes life easier.
> I will produce a patch that contains the following:
> - a CholeskyDecomposition implementation that does pivoting (and thus
> rank-revealing) or not. This should actually be useful for solution of large
> out-of-core least squares problems.
> - an in-memory SSVD implementation that should work for matrices up to
> about 1/3 of available memory.
> - an out-of-core SSVD threaded implementation that should work for very
> large matrices. It should take time about equal to the cost of reading the
> input matrix 4 times and will require working disk roughly equal to the size
> of the input.
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