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From "Dmitriy Lyubimov (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MAHOUT-1648) Update Mahout's CMS for 0.10.0
Date Tue, 24 Mar 2015 20:53:53 GMT

    [ https://issues.apache.org/jira/browse/MAHOUT-1648?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14378571#comment-14378571
] 

Dmitriy Lyubimov commented on MAHOUT-1648:
------------------------------------------

Re: "thin QR": this is also known simply as Cholesky QR (also mentioned in TSQR paper). 

What we have in MR however is a far more numerically stable version based on re-ordered Givens
rotations and using reduction schemes very similar to those suggested in TSQR. More strict
definition of that algorithm is given in Nathan Halko's dissertation describing our MR version
of stochastic SVD. I am thinking of resurrecting that for SSVD flows if it turns out Cholesky
QR is too unstable for my purposes (it already has been, annoyingly, in a number of situations).


> Update Mahout's CMS for 0.10.0
> ------------------------------
>
>                 Key: MAHOUT-1648
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-1648
>             Project: Mahout
>          Issue Type: Bug
>          Components: Documentation
>    Affects Versions: 0.9
>            Reporter: Pat Ferrel
>            Assignee: Andrew Palumbo
>            Priority: Blocker
>             Fix For: 0.10.0
>
>




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