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https://issues.apache.org/jira/browse/SPARK-14898?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15276090#comment-15276090
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Sean Owen commented on SPARK-14898:
-----------------------------------
I don't think the comment means that the SVD is used. It's noting that it could
be used, but in this case, the desired product reduces to a simpler operation,
an eigendecomposition. [~josephkb] I think this is perhaps out of date?
> 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.
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