Github user jkbradley commented on the pull request:

    https://github.com/apache/spark/pull/8757#issuecomment-148851400
  
    This LGTM.  I'll merge it with master.  Thanks for the PR!
    
    @avulanov I looked at your code, but the results seem strange to me.  We'll 
have to look into it more, I guess.  As far as utility of block-diagonal 
matrices, I've mainly seen them in the context of specialized applications with 
very structured feature interactions, but my experience there is from research, 
not industry.


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