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Sean Owen commented on SPARK-14898: ----------------------------------- Does this use the SVD currently? it looks like it just needs an eigendecomposition and uses a special-purpose routine for that. We don't need to use the SVD to get eigenvalues; I actually don't know how to get eigenvalues from a Cholesky decomposition, but could be forgetting my linear algebra. But no the idea is not to use the SVD to get a Cholesky decomposition. If you did that you'd be done already, and it's overkill. > MultivariateGaussian could use Cholesky in calculateCovarianceConstants > ----------------------------------------------------------------------- > > Key: SPARK-14898 > URL: https://issues.apache.org/jira/browse/SPARK-14898 > Project: Spark > Issue Type: Improvement > Components: ML > Reporter: Joseph K. Bradley > Priority: Minor > > In spark.ml.stat.distribution.MultivariateGaussian, > calculateCovarianceConstants uses SVD. It might be more efficient to use > Cholesky. We should check other numerical libraries and see if we should > switch to Cholesky. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org