[jira] [Commented] (MAHOUT-792) Add new stochastic decomposition code

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

    [ https://issues.apache.org/jira/browse/MAHOUT-792?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13175254#comment-13175254 ] 

Hudson commented on MAHOUT-792:
-------------------------------

Integrated in Mahout-Quality #1265 (See [https://builds.apache.org/job/Mahout-Quality/1265/])
    MAHOUT-792 - More small fixes.  Added internal exception class for CholeskyDecomp
MAHOUT-792 - Made tests use odd sizes to detect row/column confusion.  Fixed small errors in out of core SVD
MAHOUT-792 - New SSVD codes.

MAHOUT-792 - Copyright fixes for Cholesky
MAHOUT-792 - Additional test for QR decomposition.
MAHOUT-792 - Cholesky decomposition

MAHOUT-792 - New Cholesky decomposition for SSVD update.

MAHOUT-792 - Switch Cholesky to views.

tdunning : http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222517
Files : 
* /mahout/trunk/core/src/main/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvd.java
* /mahout/trunk/math/src/main/java/org/apache/mahout/math/CholeskyDecomposition.java

tdunning : http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222516
Files : 
* /mahout/trunk/core/src/test/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvdTest.java
* /mahout/trunk/math/src/main/java/org/apache/mahout/math/ssvd/SequentialBigSvd.java
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/ssvd/SequentialBigSvdTest.java

tdunning : http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222515
Files : 
* /mahout/trunk/core/src/main/java/org/apache/mahout/math/ssvd
* /mahout/trunk/core/src/main/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvd.java
* /mahout/trunk/core/src/test/java/org/apache/mahout/math/ssvd
* /mahout/trunk/core/src/test/java/org/apache/mahout/math/ssvd/SequentialOutOfCoreSvdTest.java
* /mahout/trunk/math/src/main/java/org/apache/mahout/math/CholeskyDecomposition.java
* /mahout/trunk/math/src/main/java/org/apache/mahout/math/ssvd/SequentialBigSvd.java
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/CholeskyDecompositionTest.java
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/ssvd
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/ssvd/SequentialBigSvdTest.java

tdunning : http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222514
Files : 
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/QRDecompositionTest.java

tdunning : http://svn.apache.org/viewcvs.cgi/?root=Apache-SVN&view=rev&rev=1222513
Files : 
* /mahout/trunk/math/src/main/java/org/apache/mahout/math/CholeskyDecomposition.java
* /mahout/trunk/math/src/test/java/org/apache/mahout/math/CholeskyDecompositionTest.java

                
> Add new stochastic decomposition code
> -------------------------------------
>
>                 Key: MAHOUT-792
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-792
>             Project: Mahout
>          Issue Type: New Feature
>            Reporter: Ted Dunning
>            Assignee: Ted Dunning
>             Fix For: 0.6
>
>         Attachments: MAHOUT-792.patch, MAHOUT-792.patch, sd-2.pdf
>
>
> I have figured out some simplification for our SSVD algorithms.  This eliminates the QR decomposition and makes life easier.
> I will produce a patch that contains the following:
>   - a CholeskyDecomposition implementation that does pivoting (and thus rank-revealing) or not.  This should actually be useful for solution of large out-of-core least squares problems.
>   - an in-memory SSVD implementation that should work for matrices up to about 1/3 of available memory.
>   - an out-of-core SSVD threaded implementation that should work for very large matrices.  It should take time about equal to the cost of reading the input matrix 4 times and will require working disk roughly equal to the size of the input.

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