Section 3, 4, 5 in http://www.netlib.org/lapack/lawnspdf/lawn204.pdf is a good reference
Shivaram On Mar 6, 2015 9:17 AM, "Jaonary Rabarisoa" <jaon...@gmail.com> wrote: > Do you have a reference paper to the implemented algorithm in TSQR.scala ? > > On Tue, Mar 3, 2015 at 8:02 PM, Shivaram Venkataraman < > shiva...@eecs.berkeley.edu> wrote: > >> There are couple of solvers that I've written that is part of the AMPLab >> ml-matrix repo [1,2]. These aren't part of MLLib yet though and if you are >> interested in porting them I'd be happy to review it >> >> Thanks >> Shivaram >> >> >> [1] >> https://github.com/amplab/ml-matrix/blob/master/src/main/scala/edu/berkeley/cs/amplab/mlmatrix/TSQR.scala >> [2] >> https://github.com/amplab/ml-matrix/blob/master/src/main/scala/edu/berkeley/cs/amplab/mlmatrix/NormalEquations.scala >> >> On Tue, Mar 3, 2015 at 9:01 AM, Jaonary Rabarisoa <jaon...@gmail.com> >> wrote: >> >>> Dear all, >>> >>> Is there a least square solver based on DistributedMatrix that we can >>> use out of the box in the current (or the master) version of spark ? >>> It seems that the only least square solver available in spark is private >>> to recommender package. >>> >>> >>> Cheers, >>> >>> Jao >>> >> >> >
