Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/88#discussion_r10772262
--- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/SVD.scala ---
@@ -38,20 +39,113 @@ class SVD {
this
}
- /**
+ /**
+ * Singular values smaller than this value
+ * relative to the largest singular value are considered zero
--- End diff --
What `relative` means is not very clear. The following is copied from
LAPACK:
> RCOND is used to determine the effective rank of A. Singular values S(i)
<= RCOND*S(1) are treated as zero.
We can say "Sets the reciprocal condition number (`rcond`). All singular
values smaller than `rcond * sigma(0)` are treated as zero, where `sigma(0)` is
the largest singular value."
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