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From: mengxr <git@git.apache.org>
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Subject: [GitHub] spark pull request: [SPARK-4409][MLlib] Additional Linear
 Algebra ...
Content-Type: text/plain
Message-Id: <20141217223758.7C8D5831548@tyr.zones.apache.org>
Date: Wed, 17 Dec 2014 22:37:58 +0000 (UTC)

Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/3319#discussion_r22010780
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala ---
    @@ -197,6 +300,171 @@ class SparseMatrix(
       }
     
       override def copy = new SparseMatrix(numRows, numCols, colPtrs, rowIndices, values.clone())
    +
    +  private[mllib] def map(f: Double => Double) =
    +    new SparseMatrix(numRows, numCols, colPtrs, rowIndices, values.map(f))
    +
    +  private[mllib] def update(f: Double => Double): SparseMatrix = {
    +    val len = values.length
    +    var i = 0
    +    while (i < len) {
    +      values(i) = f(values(i))
    +      i += 1
    +    }
    +    this
    +  }
    +}
    +
    +/**
    + * Factory methods for [[org.apache.spark.mllib.linalg.SparseMatrix]].
    + */
    +object SparseMatrix {
    +
    +  /**
    +   * Generate an Identity Matrix in `SparseMatrix` format.
    +   * @param n number of rows and columns of the matrix
    +   * @return `SparseMatrix` with size `n` x `n` and values of ones on the diagonal
    +   */
    +  def speye(n: Int): SparseMatrix = {
    +    new SparseMatrix(n, n, (0 to n).toArray, (0 until n).toArray, Array.fill(n)(1.0))
    +  }
    +
    +  /** Generates a SparseMatrix given an Array[Double] of size numRows * numCols. The number of
    +    * non-zeros in `raw` is provided for efficiency. */
    +  private def genRand(
    +      numRows: Int,
    +      numCols: Int,
    +      raw: Array[Double],
    +      nonZero: Int): SparseMatrix = {
    +    val sparseA: ArrayBuffer[Double] = new ArrayBuffer(nonZero)
    +    val sCols: ArrayBuffer[Int] = new ArrayBuffer(numCols + 1)
    +    val sRows: ArrayBuffer[Int] = new ArrayBuffer(nonZero)
    +
    +    var i = 0
    +    var nnz = 0
    +    var lastCol = -1
    +    raw.foreach { v =>
    +      val r = i % numRows
    +      val c = (i - r) / numRows
    +      if (v != 0.0) {
    +        sRows.append(r)
    +        sparseA.append(v)
    +        while (c != lastCol) {
    +          sCols.append(nnz)
    +          lastCol += 1
    +        }
    +        nnz += 1
    +      }
    +      i += 1
    +    }
    +    while (numCols > lastCol) {
    +      sCols.append(sparseA.length)
    +      lastCol += 1
    +    }
    +    new SparseMatrix(numRows, numCols, sCols.toArray, sRows.toArray, sparseA.toArray)
    +  }
    +
    +  /**
    +   * Generate a `SparseMatrix` consisting of i.i.d. uniform random numbers.
    +   * @param numRows number of rows of the matrix
    +   * @param numCols number of columns of the matrix
    +   * @param density the desired density for the matrix
    +   * @param rng a random number generator
    +   * @return `SparseMatrix` with size `numRows` x `numCols` and values in U(0, 1)
    +   */
    +  def sprand(numRows: Int, numCols: Int, density: Double, rng: Random): SparseMatrix = {
    +    require(density >= 0.0 && density <= 1.0, "density must be a double in the range " +
    +      s"0.0 <= d <= 1.0. Currently, density: $density")
    +    val length = numRows * numCols
    +    val rawA = new Array[Double](length)
    +    var nnz = 0
    +    for (i <- 0 until length) {
    +      val p = rng.nextDouble()
    +      if (p <= density) {
    +        rawA.update(i, rng.nextDouble())
    +        nnz += 1
    +      }
    +    }
    +    genRand(numRows, numCols, rawA, nnz)
    +  }
    +
    +  /**
    +   * Generate a `SparseMatrix` consisting of i.i.d. gaussian random numbers.
    +   * @param numRows number of rows of the matrix
    +   * @param numCols number of columns of the matrix
    +   * @param density the desired density for the matrix
    +   * @param rng a random number generator
    +   * @return `SparseMatrix` with size `numRows` x `numCols` and values in N(0, 1)
    +   */
    +  def sprandn(numRows: Int, numCols: Int, density: Double, rng: Random): SparseMatrix = {
    +    require(density >= 0.0 && density <= 1.0, "density must be a double in the range " +
    +      s"0.0 <= d <= 1.0. Currently, density: $density")
    +    val length = numRows * numCols
    +    val rawA = new Array[Double](length)
    +    var nnz = 0
    +    for (i <- 0 until length) {
    +      val p = rng.nextDouble()
    +      if (p <= density) {
    +        rawA.update(i, rng.nextGaussian())
    +        nnz += 1
    +      }
    +    }
    +    genRand(numRows, numCols, rawA, nnz)
    +  }
    +
    +  /**
    +   * Generate a diagonal matrix in `SparseMatrix` format from the supplied values.
    +   * @param vector a `Vector` that will form the values on the diagonal of the matrix
    +   * @return Square `SparseMatrix` with size `values.length` x `values.length` and non-zero
    +   *         `values` on the diagonal
    +   */
    +  def diag(vector: Vector): SparseMatrix = {
    +    val n = vector.size
    +    vector match {
    +      case sVec: SparseVector =>
    +        val rows = sVec.indices
    --- End diff --
    
    The logic could be simplified by adding a factory method that takes a sparse matrix in the coordinate list (COO) format and turns it into CSC. Then `diag` just calls that method.


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