GitHub user WeichenXu123 opened a pull request:
https://github.com/apache/spark/pull/19078
[SPARK-21862] Add overflow check in PCA
## What changes were proposed in this pull request?
add overflow check in PCA, otherwise it is possible to throw
`NegativeArraySizeException` when `k` and `numFeatures` are too large.
The overflow checking formula is here:
https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/linalg/functions/svd.scala#L87
## How was this patch tested?
N/A
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/WeichenXu123/spark SVD_overflow_check
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/19078.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #19078
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commit c1eea11b2ef8001c88c31b2c404fa8b72c8a14db
Author: WeichenXu <[email protected]>
Date: 2017-08-29T10:05:06Z
init pr
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