Still though, it seems this code is too sensitive to the error margin. Even when i change the input so that the case is not degenerate, i still get second norm of difference on Q of ~1e-5 between Cholesky and QR even on 3 x 4 input which is large-ish imo,
On Wed, Mar 5, 2014 at 7:05 PM, Dmitriy Lyubimov <[email protected]> wrote: > 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 => {} >>> > } >>> > >>> >> >> >
