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From Brian Bockelman <bbock...@cse.unl.edu>
Subject Re: Inverse of a matrix using Map - Reduce
Date Thu, 04 Feb 2010 13:46:12 GMT
Hey Abhishek,

Why would you want to fully invert a matrix that large?

How is it preconditioned?  What is the condition number of the matrix?

Why not just use ScaLAPACK?  It's a hairy beast, but you should definitely consider it.

Brian

On Feb 3, 2010, at 9:57 PM, aa225@buffalo.edu wrote:

> Hi,
>   Any idea how this method will scale for dense matrices ?The kind of matrices I
> am going to be working with are 500,000*500,000. Will this be a problem. Also
> have you used this patch ?
> 
> Best Regards from Buffalo
> 
> Abhishek Agrawal
> 
> SUNY- Buffalo
> (716-435-7122)
> 
> On Wed 02/03/10  1:41 AM , Ganesh Swami ganesh@iamganesh.com sent:
>> What about the Moore-Penrose inverse?
>> 
>> http://en.wikipedia.org/wiki/Moore-Penrose_pseudoinverse
>> 
>> The pseudo-inverse coincides with the regular inverse when the matrix
>> is non-singular. Moreover, it can be computed using the SVD.
>> 
>> Here's a patch for a MapReduce version of the SVD:
>> https://issues.apache.org/jira/browse/MAHOUT-180
>> Ganesh
>> 
>> On Tue, Feb 2, 2010 at 10:11 PM,  <aa225@buffa
>> lo.edu> wrote:> Hello People,
>>> Â  Â  Â 
>> Â  Â  Â My name is Abhishek Agrawal. For
>> the last few days I have been trying> to figure out how to calculate the
> inverse of a
>> matrix using Map Reduce. Matrix> inversion has 2 common approaches. Gaussian-
>> Jordan and the cofactor of transpose> method. But both of them dont seem to be
> suited
>> too well for Map- Reduce.> Gaussian Jordan involves blocking co factoring a
>> matrix requires repeated> calculation of determinant.
>>> 
>>> Can some one give me any pointers so as to how
>> to solve this problem ?>
>>> Best Regards from Buffalo
>>> 
>>> Abhishek Agrawal
>>> 
>>> SUNY- Buffalo
>>> (716-435-7122)
>>> 
>>> 
>>> 
>>> 
>> 
>> 
>> 
>> 
>> 


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