Github user srowen commented on the pull request:
https://github.com/apache/spark/pull/131#issuecomment-37493745
Yes I like where this is going. I had started on a similar change, that
used gemm instead, since it can compute C <- A*B + C.
In fact I had wanted to add an extra API method in jblas to let us call
dgemm directly with the same matrix twice, to efficiently compute AtA without
transposing A literally. (I submitted a few other small jblas
optimizations/fixed that help here, so, the idea of depending on a next jblas
release would be of more use than just this method.) Still would have to see
what Mikio thinks.
What do you think about going that way?
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