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From Dmitriy Lyubimov <dlie...@gmail.com>
Subject Re: matrix inversion in plan ?
Date Thu, 08 Oct 2015 23:20:27 GMT
or pseudoinverse really, i guess

On Thu, Oct 8, 2015 at 3:58 PM, Dmitriy Lyubimov <dlieu.7@gmail.com> wrote:

> Mahout translation (approximation, since ssvd is reduced-rank, not the
> true thing):
>
> val (drmU, drmV, s) = dssvd(drmA, k = 100)
> val drmInvA = drmV %*% diagv(1 /=: s) %*% drmU.t
>
> Still, technically, it is a right inverse as in reality m is rarely the
> same as n. Also, k must be k<= drmA.nrow min drmA.ncol
>
>
> On Thu, Oct 8, 2015 at 2:52 PM, Andrew Musselman <
> andrew.musselman@gmail.com> wrote:
>
>> Yeah, nice trick Ted; here's a how-to for the list:
>> http://www.cse.unr.edu/~bebis/CS791E/Notes/SVD.pdf
>>
>> On Thu, Oct 8, 2015 at 2:31 PM, Ted Dunning <ted.dunning@gmail.com>
>> wrote:
>>
>> > Yes. You can get the inverse from an SVD or emulate its effect.
>> >
>> > Can you share the actual mathematical specification for your problem?
>> >
>> > If you can't, then there is little we can do to help.
>> >
>> >
>> >
>> > On Wed, Oct 7, 2015 at 11:35 PM, go canal <gocanal@yahoo.com.invalid>
>> > wrote:
>> >
>> > > Unfortunately I do not know much details of these. The steps of these
>> > > calculation is passed to me from a research team. I am helping them
>> with
>> > > coding part only. I myself is not good at math :-(
>> > > btw,  I think Mahout supports out-of-core SVD, am I correct ? If so, I
>> > can
>> > > get inverse of matrix from SVD right ? thanks, canal
>> > >
>> > >
>> > >      On Monday, October 5, 2015 2:25 PM, Ted Dunning <
>> > > ted.dunning@gmail.com> wrote:
>> > >
>> > >
>> > >  That isn't enough detail.
>> > >
>> > > How do you mean to compute degrees of freedom?  WHy do you need the
>> > inverse
>> > > to do this?
>> > >
>> > > Where did you get this algorithm?
>> > >
>> > > Is this even appropriate at large scale?
>> > >
>> > > Is this a stable computation?
>> > >
>> > >
>> > >
>> > > On Sun, Oct 4, 2015 at 11:18 PM, go canal <gocanal@yahoo.com.invalid>
>> > > wrote:
>> > >
>> > > > I will be more than interested to extend to complex double, when the
>> > > > solver is ready for double data type.  thanks, canal
>> > > >
>> > > >
>> > > >      On Monday, October 5, 2015 2:02 PM, Ted Dunning <
>> > > > ted.dunning@gmail.com> wrote:
>> > > >
>> > > >
>> > > >  On Sun, Oct 4, 2015 at 10:32 PM, go canal
>> <gocanal@yahoo.com.invalid>
>> > > > wrote:
>> > > >
>> > > > > in fact i need to support both double and complex double for
>> either
>> > > > > distributed memory based or out-of-core.
>> > > >
>> > > >
>> > > > Ahh...
>> > > >
>> > > > Well Mahout doesn't support complex anything. So this isn't going
to
>> > help
>> > > > you.
>> > > >
>> > > >
>> > > >
>> > >
>> > >
>> > >
>> >
>>
>
>

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