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From Nakul Jindal <naku...@gmail.com>
Subject Local versions of Linear Algebra Operators in DML
Date Fri, 21 Oct 2016 19:34:22 GMT
Hi,

Imran was planning on implementing a distributed SVD as a DML bodied
function.
The algorithm is described in the paper titled "A Distributed and
Incremental SVD Algorithm for Agglomerative Data Analysis on Large
Networks" available at https://arxiv.org/abs/1601.07010.

This algorithm requires the availability of a local SVD function, which we
currently do not have in SystemML.
Seeing as how there are other linear algebra functions (eigen, lu, qr,
cholesky) in DML that reroute to Apache Common Math and only operate in
standalone/CP mode, would it be ok to add "svd" to this set?

Also, since these operations are local and not distributed and the
documentation doesn't make it clear that these operations wont operate in
distributed mode, would it make sense to rename them to "local_eigen",
"local_qr", "local_cholesky", etc?
Obviously, this change would go into the version after 0.11.

I understand that the ideal solution to this problem is to have a
distributed version of the aforementioned linear algebra routines, but for
the time being, would it be ok to go ahead do the rename, while also
introducing a "local_svd" ?


Niketan, Berthold, Matthias, Sasha - Any thoughts?

Thanks,
Nakul Jindal

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