On 27 March 2012 18:22, Ted Dunning <[email protected]> wrote: > THe smallest eigenvalues are always problematic in large matrices. > > Any trick to expose them (such as the diagonal subtraction that you > mention) should work with any of our stuff as well.
Thanks, Ted; much appreciated! I'll see if I can get a stronger grasp on those tricks via matlab/R/etc first, then take a look at the Mahout options (Lanczos or SSVD). Fairly nearby is a discussion with Shannon about the Spectral Clustering code, and whether investigating migration of that to SSVD might make sense. (c.f. https://issues.apache.org/jira/browse/MAHOUT-986 ) Maybe this is as good an excuse as any to get my hands dirty with SSVD... Is there any strong reason to prefer Lanczos for this sort of thing? Depends on app? (mine won't care massively about super precision; speed would generally be more of a concern) cheers, Dan
