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https://issues.apache.org/jira/browse/SPARK-5016?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14328868#comment-14328868
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Travis Galoppo commented on SPARK-5016:
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@mechcoder This falls directly from the (2*pi)^-(k/2) term in the pdf...
(2*pi)^-k/2^ < eps
log ~2*pi~ (2*pi)^-k/2^ < log ~2*pi~ eps
-k/2 < log(eps) / log(2*pi)
k > -2 * log(eps) * log(2*pi)
> GaussianMixtureEM should distribute matrix inverse for large numFeatures, k
> ---------------------------------------------------------------------------
>
> Key: SPARK-5016
> URL: https://issues.apache.org/jira/browse/SPARK-5016
> Project: Spark
> Issue Type: Improvement
> Components: MLlib
> Affects Versions: 1.2.0
> Reporter: Joseph K. Bradley
>
> If numFeatures or k are large, GMM EM should distribute the matrix inverse
> computation for Gaussian initialization.
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