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From Dmitriy Lyubimov <dlie...@gmail.com>
Subject Re: matrix inversion in plan ?
Date Thu, 08 Oct 2015 22:58:54 GMT
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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