Hi,
I am working on a clustering problem which involves determining the
largest "k" eigenvectors of a very large matrix. The matrices, I work on,
are typically of the order of 10^6 by 10^6.
Trying to do this using the Lanczos solver available in Mahout, I found it
is very slow and takes around 1.5 minutes to compute each eigenvectors.
Hence to get 4000 eigenvectors, it takes 100 hours or 4 days !!

So I am looking for something faster to solve the "Eigen decomposition"
problem for very large sparse matrix. Please suggest me what should I use ?


Thanks,
Aniruddha

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