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https://issues.apache.org/jira/browse/SPARK-8514?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Jerome updated SPARK-8514:
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Attachment: Matrix Factorization - M...ark 1.5.0 Documentation.pdf
I added a version of the Documentation that contains some of the design
documentation for the LU algorithm. Some of the descriptions may not be
necessary for Spark users, but could be useful for reviewers. Cheers, Jerome
> LU factorization on BlockMatrix
> -------------------------------
>
> Key: SPARK-8514
> URL: https://issues.apache.org/jira/browse/SPARK-8514
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Reporter: Xiangrui Meng
> Labels: advanced
> Attachments: BlockMatrixSolver.pdf, BlockPartitionMethods.py,
> BlockPartitionMethods.scala, LUBlockDecompositionBasic.pdf, Matrix
> Factorization - M...ark 1.5.0 Documentation.pdf, testScript.scala
>
>
> LU is the most common method to solve a general linear system or inverse a
> general matrix. A distributed version could in implemented block-wise with
> pipelining. A reference implementation is provided in ScaLAPACK:
> http://netlib.org/scalapack/slug/node178.html
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