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Posted to issues@spark.apache.org by "Weichen Xu (JIRA)" <ji...@apache.org> on 2017/08/29 10:11:00 UTC

[jira] [Created] (SPARK-21862) Add overflow check in PCA

Weichen Xu created SPARK-21862:
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             Summary: Add overflow check in PCA
                 Key: SPARK-21862
                 URL: https://issues.apache.org/jira/browse/SPARK-21862
             Project: Spark
          Issue Type: Improvement
          Components: ML
    Affects Versions: 2.2.0, 2.3.0
            Reporter: Weichen Xu
            Priority: Minor


We should add overflow check in PCA, otherwise it is possible to throw `NegativeArraySizeException` when `k` and `numFeatures` are too large.

The overflow checking formula is here:
https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/linalg/functions/svd.scala#L87




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