Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/964#issuecomment-45990973
@vrilleup This implementation looks good to me and thanks for the
experiments! Besides the inline comments, we should think when to switch from
ARPACK to dense SVD. ARPACK needs O(k) iterations and O(k n) storage on master,
while SVD needs 1 iteration and O(n^2) storage on master and each worker. For
small `n` like 100 or medium `n` and `k` close to `n`, dense SVD may have
advantage. Could you test some small `n`s and see which is faster?
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