Thank you, Ted.

On Wed, Jun 19, 2013 at 12:20 AM, Ted Dunning <ted.dunn...@gmail.com> wrote:

> On Wed, Jun 19, 2013 at 5:29 AM, Jake Mannix <jake.man...@gmail.com>
> wrote:
>
> > > Question #2: which in-core solvers are available for Mahout matrices? I
> > > know there's SSVD, probably Cholesky, is there something else? In
> > > paticular, i need to be solving linear systems, I guess Cholesky should
> > be
> > > equipped enough to do just that?
> > >
> > > Question #3: why did we try to import Colt solvers rather than actually
> > > depend on Colt in the first place? Why did we not accept Colt's sparse
> > > matrices and created native ones instead?
> > >
> > > Colt seems to have a notion of parse in-core matrices too and seems
> like
> > a
> > > well-rounded solution. However, it doesn't seem like being actively
> > > supported, whereas I know Mahout experienced continued enhancements to
> > the
> > > in-core matrix support.
> > >
> >
> > Colt was totally abandoned, and I talked to the original author and he
> > blessed it's adoption.  When we pulled it in, we found it was woefully
> > undertested,
> > and tried our best to hook it in with proper tests and use APIs that fit
> > with
> > the use cases we had.  Plus, we already had the start of some linear apis
> > (i.e.
> > the Vector interface) and dropping the API completely seemed not terribly
> > worth it at the time.
> >
>
> There was even more to it than that.
>
> Colt was under-tested and there have been warts that had to be pulled out
> in much of the code.
>
> But, worse than that, Colt's matrix and vector structure was a real bugger
> to extend or change.  It also had all kinds of cruft where it pretended to
> support matrices of things, but in fact only supported matrices of doubles
> and floats.
>
> So using Colt as it was (and is since it is largely abandoned) was a
> non-starter.
>
> As far as in-memory solvers, we have:
>
> 1) LR decomposition (tested and kinda fast)
>
> 2) Cholesky decomposition (tested)
>
> 3) SVD (tested)
>

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