Re: Solving linear equations
The 0 vector is a trivial solution. Is the data big, such that it can't be computed on one machine? if so I assume this system is over-determined. You can use a decomposition to find a least-squares solution, but the SVD is overkill and in any event distributed decompositions don't exist in the project. You can solve it a linear regression as Mr Das says. If it's small enough to fit locally you should just use a matrix library to solve Ax = b with the QR decomposition or something, with Breeze or Commons Math or octave or R. Lots of options if it's smallish. On Thu, Oct 23, 2014 at 12:15 AM, Martin Enzinger martin.enzin...@gmail.com wrote: Hi, I'm wondering how to use Mllib for solving equation systems following this pattern 2*x1 + x2 + 3*x3 + + xn = 0 x1 + 0*x2 + 3*x3 + + xn = 0 .. .. 0*x1 + x2 + 0*x3 + + xn = 0 I definitely still have some reading to do to really understand the direct solving techniques, but at the current state of knowledge SVD could help me with this right? Can you point me to an example or a tutorial? best regards - To unsubscribe, e-mail: user-unsubscr...@spark.apache.org For additional commands, e-mail: user-h...@spark.apache.org
Solving linear equations
Hi, I'm wondering how to use Mllib for solving equation systems following this pattern 2*x1 + x2 + 3*x3 + + xn = 0 x1 + 0*x2 + 3*x3 + + xn = 0 .. .. 0*x1 + x2 + 0*x3 + + xn = 0 I definitely still have some reading to do to really understand the direct solving techniques, but at the current state of knowledge SVD could help me with this right? Can you point me to an example or a tutorial? best regards
Re: Solving linear equations
Hi Martin, This problem is Ax = B where A is your matrix [2 1 3 ... 1; 1 0 3 ...;] and x is what you want to find..B is 0 in this case...For mllib normally this is labelbasically create a labeledPoint where label is 0 always... Use mllib's linear regression and solve the following problem: min ||Ax - B||_{2}^{2} + lambda||x||_{2}^{2} Put a small regularization to condition the problem (~1e-4)...and play with some options for learning rate in linear regression... The parameter vector that you get out of mllib linear regression is the answer to your linear equation solver... Thanks. Deb On Wed, Oct 22, 2014 at 4:15 PM, Martin Enzinger martin.enzin...@gmail.com wrote: Hi, I'm wondering how to use Mllib for solving equation systems following this pattern 2*x1 + x2 + 3*x3 + + xn = 0 x1 + 0*x2 + 3*x3 + + xn = 0 .. .. 0*x1 + x2 + 0*x3 + + xn = 0 I definitely still have some reading to do to really understand the direct solving techniques, but at the current state of knowledge SVD could help me with this right? Can you point me to an example or a tutorial? best regards