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https://issues.apache.org/jira/browse/MAHOUT-1532?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13986480#comment-13986480
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Ted Dunning commented on MAHOUT-1532:
-------------------------------------
QR is definitely the way to go where it works.
Is this intended to be a least-squares solver? Tall skinny systems?
If so, QR of the Gram matrix is a common approach, but that can have poor
numerical properties.
For some problems, either conjugate gradient or approximate SVD are better
approaches.
For regularization, it is usually important to support L1, L2 and combined L1
and L2.
This is related to generalized linear modeling, but linear systems don't
require as fancy a machinery.
> Add solve() function to the Scala DSL
> --------------------------------------
>
> Key: MAHOUT-1532
> URL: https://issues.apache.org/jira/browse/MAHOUT-1532
> Project: Mahout
> Issue Type: Bug
> Components: Math
> Reporter: Sebastian Schelter
> Fix For: 1.0
>
> Attachments: MAHOUT-1532.patch
>
>
> We should add a solve() function to the Scala DSL with helps with solving Ax
> = b for in-core matrices and vectors.
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