Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/268#discussion_r11271141
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/rdd/VectorRDDFunctions.scala ---
    @@ -0,0 +1,185 @@
    +/*
    + * Licensed to the Apache Software Foundation (ASF) under one or more
    + * contributor license agreements.  See the NOTICE file distributed with
    + * this work for additional information regarding copyright ownership.
    + * The ASF licenses this file to You under the Apache License, Version 2.0
    + * (the "License"); you may not use this file except in compliance with
    + * the License.  You may obtain a copy of the License at
    + *
    + *    http://www.apache.org/licenses/LICENSE-2.0
    + *
    + * Unless required by applicable law or agreed to in writing, software
    + * distributed under the License is distributed on an "AS IS" BASIS,
    + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    + * See the License for the specific language governing permissions and
    + * limitations under the License.
    + */
    +
    +package org.apache.spark.mllib.rdd
    +
    +import breeze.linalg.{Vector => BV, DenseVector => BDV}
    +
    +import org.apache.spark.mllib.linalg.{Vectors, Vector}
    +import org.apache.spark.rdd.RDD
    +
    +/**
    + * Trait of the summary statistics, including mean, variance, count, max, 
min, and non-zero elements
    + * count.
    + */
    +trait VectorRDDStatisticalSummary {
    +  def mean: Vector
    +  def variance: Vector
    +  def count: Long
    +  def numNonZeros: Vector
    +  def max: Vector
    +  def min: Vector
    +}
    +
    +/**
    + * Aggregates [[org.apache.spark.mllib.rdd.VectorRDDStatisticalSummary 
VectorRDDStatisticalSummary]]
    + * together with add() and merge() function. Online variance solution used 
in add() function, while
    + * parallel variance solution used in merge() function. Reference here:
    + * [[http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance 
variance-wiki]]. Solution here
    + * ignoring the zero elements when calling add() and merge(), for 
decreasing the O(n) algorithm to
    + * O(nnz). Real variance is computed here after we get other statistics, 
simply by another parallel
    + * combination process.
    + */
    +private class VectorRDDStatisticsAggregator(
    +    val currMean: BDV[Double],
    +    val currM2n: BDV[Double],
    +    var totalCnt: Double,
    +    val nnz: BDV[Double],
    +    val currMax: BDV[Double],
    +    val currMin: BDV[Double])
    +  extends VectorRDDStatisticalSummary with Serializable {
    +
    +  // lazy val is used for computing only once time. Same below.
    --- End diff --
    
    remove comment


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