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Sean Owen commented on SPARK-14898: ----------------------------------- I don't think the comment means that the SVD is used. It's noting that it could be used, but in this case, the desired product reduces to a simpler operation, an eigendecomposition. [~josephkb] I think this is perhaps out of date? > MultivariateGaussian could use Cholesky in calculateCovarianceConstants > ----------------------------------------------------------------------- > > Key: SPARK-14898 > URL: https://issues.apache.org/jira/browse/SPARK-14898 > Project: Spark > Issue Type: Improvement > Components: ML > Reporter: Joseph K. Bradley > Priority: Minor > > In spark.ml.stat.distribution.MultivariateGaussian, > calculateCovarianceConstants uses SVD. It might be more efficient to use > Cholesky. We should check other numerical libraries and see if we should > switch to Cholesky. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org