Hi, I am running ALS on a sparse problem (10M x 1M) and I am getting the following error:
org.jblas.exceptions.LapackArgumentException: LAPACK DPOSV: Leading minor of order i of A is not positive definite. at org.jblas.SimpleBlas.posv(SimpleBlas.java:373) at org.jblas.Solve.solvePositive(Solve.java:68) This error from blas shows up if the hessian matrix is not positive definite... I checked that rating matrix is all > 0 but of course like netflix they are not bounded within 1 and 5.... Is there some sort of specific initialization of factor matrices done which can make the hessian matrix non positive definite ? I am printing out the eigen vectors and fullXtX matrix to understand it more but any help will be appreciated. Thanks. Deb
