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From Danny Bickson <danny.bick...@gmail.com>
Subject Re: Understanding the SVD recommender
Date Sun, 06 Nov 2011 23:35:58 GMT
To be exact, the size of the tridiagonal matrix
is number of iterations + 1. See description of the matrix T_mm
in Wikipedia: http://en.wikipedia.org/wiki/Lanczos_algorithm

Best,

DB

On Sun, Nov 6, 2011 at 6:30 PM, Sean Owen <srowen@gmail.com> wrote:

> Oh do you only need the top k x k bit of the tridiagonal to find the
> top k eigenvalues?
>
> I really don't want to write a QR decomposer, phew.
>
> On Sun, Nov 6, 2011 at 11:26 PM, Ted Dunning <ted.dunning@gmail.com>
> wrote:
> > The tridiagonal is much smaller than you would need if you wanted all the
> > eigenvalues.  Since you only want a small number, you only have a
> > tri-diagonal matrix that is some multiple of that size.  In-memory
> > decomposition makes total sense.
> >
>

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