oh, ok. So input is indeed still deficient. ok .
On Wed, Mar 5, 2014 at 7:04 PM, Dmitriy Lyubimov <[email protected]> wrote: > well the positive definite test is failing starting with row 2. I stepped > thru it. But i am at loss why. > > > On Wed, Mar 5, 2014 at 6:55 PM, Andrew Musselman < > [email protected]> wrote: > >> Just noticed it looks like some kind of rounding error since rows "2" and >> "3" in rControl have very small values in their elements. >> >> >> On Wed, Mar 5, 2014 at 6:48 PM, Dmitriy Lyubimov <[email protected]> >> wrote: >> >> > Hi, >> > >> > I am trying to put in Cholesky-based distributed thin QR and having >> > troubles again (even with in-core). What am i doing wrong? I am >> inclined to >> > think there's definitely a bug in our Cholesky implementation, at this >> > point. >> > >> > Here is the test code -- obviously results are different via >> Householder QR >> > and via Cholesky. Note that two rows of L' (R) matrix match the result >> > exactly, and it looks like L is just loosing two of its columns somehow. >> > >> > Could somebody perhaps review the CholeskyDecomposition in Mahout? >> Because >> > of this, tests in spark - QR and spark -SSVD are failing. >> > >> > here's the code for in-core only and output: >> > >> > ----------------- >> > >> > val inCoreA = dense( >> > (1, 2, 3, 40), >> > (2, 3, 4, 50), >> > (3, 4, 5, 60), >> > (4, 5, 6, 70), >> > (5, 6, 7, 80) >> > ) >> > >> > val (qControl, rControl) = qr(inCoreA) >> > >> > printf("qControl=\n%s\n", qControl) >> > printf("rControl=\n%s\n", rControl) >> > >> > // Validate with Cholesky >> > val ch = chol(inCoreA.t %*% inCoreA) >> > val rControl2 = (ch.getL cloned).t >> > val qControl2 = ch.solveRight(inCoreA) >> > >> > printf("qControl2=\n%s\n", qControl2) >> > printf("rControl2=\n%s\n", rControl2) >> > >> > >> > >> > qControl= >> > { >> > 0 => >> > >> > >> {0:0.13483997249264842,1:0.7627700713964736,2:0.09950371902099892,3:-0.30053573339989126} >> > 1 => >> > >> > >> {0:0.26967994498529685,1:0.4767312946227957,2:0.19900743804199783,3:0.34749444174362476} >> > 2 => >> > >> > >> {0:0.40451991747794525,1:0.1906925178491178,2:0.39801487608399566,3:0.22070592921554588} >> > 3 => >> > >> > >> {0:0.5393598899705937,1:-0.09534625892456007,2:0.39801487608399566,3:0.6949888834872495} >> > 4 => >> > >> > >> {0:0.6741998624632421,1:-0.3813850356982384,2:0.7960297521679913,3:-0.5071540501123155} >> > } >> > rControl= >> > { >> > 0 => >> > >> > >> {0:7.416198487095663,1:9.43879807448539,2:11.461397661875116,3:134.83997249264843} >> > 1 => {1:0.9534625892455925,2:1.906925178491185,3:28.603877677367773} >> > 2 => {2:2.2315206618374916E-15,3:4.1360462167918654E-14} >> > 3 => {3:1.8726762404185252E-15} >> > } >> > L: >> > { >> > 0 => {0:7.416198487095663} >> > 1 => {0:9.43879807448539,1:0.953462589245576} >> > 2 => {0:11.461397661875116,1:1.9069251784911967} >> > 3 => {0:134.83997249264843,1:28.603877677367997} >> > } >> > qControl2= >> > { >> > 0 => {0:0.13483997249264842,1:0.7627700713964867} >> > 1 => {0:0.26967994498529685,1:0.4767312946228039} >> > 2 => {0:0.40451991747794525,1:0.19069251784912108} >> > 3 => {0:0.5393598899705937,1:-0.09534625892456171} >> > 4 => {0:0.674199862463242,1:-0.38138503569824406} >> > } >> > rControl2= >> > { >> > 0 => >> > >> > >> {0:7.416198487095663,1:9.43879807448539,2:11.461397661875116,3:134.83997249264843} >> > 1 => {1:0.953462589245576,2:1.9069251784911967,3:28.603877677367997} >> > 2 => {} >> > 3 => {} >> > } >> > >> > >
