[jira] [Commented] (SPARK-8514) LU factorization on BlockMatrix

["Jerome (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/SPARK-8514?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14701770#comment-14701770 ] 

Jerome commented on SPARK-8514:
-------------------------------

I just added a draft of the BlockMatrix LU decomposition...I'm still testing it but I'd love to get some feedback as I start to implement it in the spark source  There are some python notebooks outlining the method.  Cheers, J


> LU factorization on BlockMatrix
> -------------------------------
>
>                 Key: SPARK-8514
>                 URL: https://issues.apache.org/jira/browse/SPARK-8514
>             Project: Spark
>          Issue Type: New Feature
>          Components: MLlib
>            Reporter: Xiangrui Meng
>              Labels: advanced
>         Attachments: BlockMatrixSolver.pdf, BlockPartitionMethods.py, BlockPartitionMethods.scala, LUBlockDecompositionBasic.pdf, testScript.scala
>
>
> LU is the most common method to solve a general linear system or inverse a general matrix. A distributed version could in implemented block-wise with pipelining. A reference implementation is provided in ScaLAPACK:
> http://netlib.org/scalapack/slug/node178.html



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