Aast12 commented on code in PR #2038:
URL: https://github.com/apache/systemds/pull/2038#discussion_r1664519384
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src/main/java/org/apache/sysds/runtime/matrix/data/LibCommonsMath.java:
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@@ -209,6 +218,339 @@ private static MatrixBlock computeSolve(MatrixBlock in1,
MatrixBlock in2) {
return DataConverter.convertToMatrixBlock(solutionMatrix);
}
+
+ /**
+ * Computes the eigen decomposition of a symmetric matrix.
+ *
+ * @param in The input matrix to compute the eigen decomposition on.
+ * @param threads The number of threads to use for computation.
+ * @return An array of MatrixBlock objects containing the real eigen
values and eigen vectors.
+ */
+ public static MatrixBlock[] computeEigenDecompositionSymm(MatrixBlock
in, int threads) {
Review Comment:
`findEigenVectors` seems to take ~60-70% of the time.
That performEigenDecomposition is a wrapper for the do-while loop and most
of its execution is taken by the matrix updates at the end of each iteration
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