I'm not sure about the mathematical details, but I found in some
experiments with Mahout that the matrix there was also not positive
definite. Therefore, we chose QR decomposition to solve the linear system.
--sebastian
On 03/06/2014 03:44 PM, Debasish Das wrote:
Hi,
I am running ALS on a sparse problem (10M x 1M) and I am getting the
following error:
org.jblas.exceptions.LapackArgumentException: LAPACK DPOSV: Leading minor
of order i of A is not positive definite.
at org.jblas.SimpleBlas.posv(SimpleBlas.java:373)
at org.jblas.Solve.solvePositive(Solve.java:68)
This error from blas shows up if the hessian matrix is not positive
definite...
I checked that rating matrix is all > 0 but of course like netflix they are
not bounded within 1 and 5....
Is there some sort of specific initialization of factor matrices done which
can make the hessian matrix non positive definite ?
I am printing out the eigen vectors and fullXtX matrix to understand it
more but any help will be appreciated.
Thanks.
Deb
