Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/88#issuecomment-37790090
@rezazadeh U, Sigma, and V are all stored in DenseMatrix format in the
DenseMatrixSVD class. For tall-and-skinny PCA/SVD, U should use RDD for
storage. However, Sigma and V are small. Sigma is just a double array of size
k, while V is of size k x n. I don't think we should force DenseMatrix type for
Sigma and V here. Maybe we can make SVD return types generic, e.g., SVD[UT,
VT]. For the tall and skinny case, UT is RDD[Vector] while VT is
Array[Array[Double]]. We always use Array[Double] for Sigma.
Besides, I think we should mention tall and skinny clearly in the class
names, e.g., TallAndSkinnySVD and TallAndSkinnyPCA.
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