On Wed, Apr 27, 2011 at 8:21 PM, Jake Mannix <[email protected]> wrote:
> > I would love to know the answer to this question. > > Thinking on it a little bit further, this is not so bad: Let's say we had a > finished > patch to the idea discussed in MAHOUT-672 - virtual distributed matrices, > where > in this case, we have (A - e m'), where e and m are represented in a nice > compact fashion (just vectors, after all). Then Lanczos operates by > repeated > multiplication of this matrix and some dense vector. A . v is fine, and > then > (e m') . v = (v.dot(m) ) e is also easy to compute, so repeated iteration > is > not > so bad at all. > > I'm guessing that I've just reinvented sparse PCA, unless this is all > crazy? > > Yeah I think this will fit nicely into the mahout-672 framework as another kind of linear operator. I'm still working on the code, but I'll add matrices of this form to the list of stuff to do. -Jon
