Re: Eigenvalue solver

2016-01-12 Thread David Hall
(I don't know anything spark specific, so I'm going to treat it like a Breeze question...) As I understand it, Spark uses ARPACK via Breeze for SVD, and presumably the same approach can be used for EVD. Basically, you make a function that multiplies your "matrix" (which might be represented

Eigenvalue solver

2016-01-12 Thread Lydia Ickler
Hi, I wanted to know if there are any implementations yet within the Machine Learning Library or generally that can efficiently solve eigenvalue problems? Or if not do you have suggestions on how to approach a parallel execution maybe with BLAS or Breeze? Thanks in advance! Lydia Von meinem