Baunsgaard commented on code in PR #2038:
URL: https://github.com/apache/systemds/pull/2038#discussion_r1664845901
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src/main/java/org/apache/sysds/runtime/matrix/data/LibCommonsMath.java:
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@@ -209,6 +218,339 @@ private static MatrixBlock computeSolve(MatrixBlock in1,
MatrixBlock in2) {
return DataConverter.convertToMatrixBlock(solutionMatrix);
}
+
+ /**
+ * Computes the eigen decomposition of a symmetric matrix.
+ *
+ * @param in The input matrix to compute the eigen decomposition on.
+ * @param threads The number of threads to use for computation.
+ * @return An array of MatrixBlock objects containing the real eigen
values and eigen vectors.
+ */
+ public static MatrixBlock[] computeEigenDecompositionSymm(MatrixBlock
in, int threads) {
Review Comment:
great this is something that is easy to fix, simply do not use the get and
set method for the dense block, but directly on the underlying linearized array
assign the cells.
This should immediately reduce the execution time by at least ~50% of that
part.
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