Xiangrui Meng created SPARK-8514:
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Summary: LU factorization on BlockMatrix
Key: SPARK-8514
URL: https://issues.apache.org/jira/browse/SPARK-8514
Project: Spark
Issue Type: New Feature
Components: MLlib
Reporter: Xiangrui Meng
LU is the most common method to solve a general linear system or inverse a
general matrix. A distributed version could in implemented block-wise with
pipelining. A reference implementation is provided in ScaLAPACK:
http://netlib.org/scalapack/slug/node178.html
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