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https://issues.apache.org/jira/browse/SPARK-4981?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14299682#comment-14299682
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Tathagata Das commented on SPARK-4981:
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+1 This will be awesome :P
> Add a streaming singular value decomposition
> --------------------------------------------
>
> Key: SPARK-4981
> URL: https://issues.apache.org/jira/browse/SPARK-4981
> Project: Spark
> Issue Type: New Feature
> Components: MLlib, Streaming
> Reporter: Jeremy Freeman
>
> This is for tracking WIP on a streaming singular value decomposition
> implementation. This will likely be more complex than the existing streaming
> algorithms (k-means, regression), but should be possible using the family of
> sequential update rule outlined in this paper:
> "Fast low-rank modifications of the thin singular value decomposition"
> by Matthew Brand
> http://www.stat.osu.edu/~dmsl/thinSVDtracking.pdf
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