Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/3288#discussion_r20473211
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Vectors.scala 
---
    @@ -273,6 +289,47 @@ class DenseVector(val values: Array[Double]) extends 
Vector {
       override def copy: DenseVector = {
         new DenseVector(values.clone())
       }
    +
    +  private[spark] override def activeIterator(skippingZeros: Boolean) = new 
Iterator[(Int, Double)] {
    +    private var i = 0
    +    private val valuesSize = values.size
    +
    +    // If zeros are asked to be explicitly skipped, the parent `size` 
method is called to count
    +    // the number of nonzero elements using `hasNext` and `next` methods.
    +    override lazy val size: Int = if (skippingZeros) super.size else 
valuesSize
    +
    +    override def hasNext = {
    +      if (skippingZeros) {
    +        var found = false
    +        while (!found && i < valuesSize) if (values(i) != 0.0) found = 
true else i += 1
    +      }
    +      i < valuesSize
    +    }
    +
    +    override def next = {
    +      val result = (i, values(i))
    +      i += 1
    +      result
    +    }
    +
    +    override def foreach[@specialized(Unit) U](f: ((Int, Double)) => U) {
    --- End diff --
    
    Another option is force the return type to be `Unit`. Scala compiler will 
know how to handle `f` with other return types.


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