GitHub user vrilleup opened a pull request:
https://github.com/apache/spark/pull/1378
use specialized axpy in RowMatrix for SVD
After running some more tests on large matrix, found that the BV axpy
(breeze/linalg/Vector.scala, axpy) is slower than the BSV axpy
(breeze/linalg/operators/SparseVectorOps.scala, sv_dv_axpy), 8s v.s. 2s for
each multiplication. The BV axpy operates on an iterator while BSV axpy
directly operates on the underlying array. I think the overhead comes from
creating the iterator (with a zip) and advancing the pointers.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/vrilleup/spark master
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/1378.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #1378
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commit e1db950e91c7d9526519626aa252cd711307d857
Author: Li Pu <l...@twitter.com>
Date: 2014-06-04T01:05:18Z
SPARK-1782: svd for sparse matrix using ARPACK
copy ARPACK dsaupd/dseupd code from latest breeze
change RowMatrix to use sparse SVD
change tests for sparse SVD
commit 96d2ecb837843651db70d7505ddb73cfc0b0bf9a
Author: Li Pu <l...@twitter.com>
Date: 2014-06-04T06:03:35Z
improve eigenvalue sorting
commit fe983b0e7d62359275a92c2adaae8a635d7dd5d8
Author: Li Pu <l...@twitter.com>
Date: 2014-06-04T07:01:29Z
improve scala style
commit 9c8051594a88b53ce83b39b127a098b31bd89aad
Author: Li Pu <l...@twitter.com>
Date: 2014-06-04T08:25:58Z
use non-sparse implementation when k = n
commit 827411b7a7c7a44ec9cf0a3a3439bba0a47575f7
Author: Li Pu <l...@twitter.com>
Date: 2014-06-04T08:29:12Z
fix EOF new line
commit e7850ed465ceadd6a45132935013292a4845f8df
Author: Li Pu <l...@twitter.com>
Date: 2014-06-04T23:56:26Z
use aggregate and axpy
commit 4c7aec3d1c5203b4825047c66bed718211f9446c
Author: Li Pu <l...@twitter.com>
Date: 2014-06-07T01:33:47Z
improve comments
commit eb15100052aae878552aa437c41e548243a6a29e
Author: Li Pu <l...@twitter.com>
Date: 2014-06-13T06:36:18Z
fix binary compatibility
commit 819824b85acfc8ace9c15e0a9c5ce317604e4f73
Author: Li Pu <l...@twitter.com>
Date: 2014-06-18T02:11:53Z
add flag for dense svd or sparse svd
commit 5543cce3b7eba1bb3c4b5b8b43ca2c0399295044
Author: Li Pu <l...@twitter.com>
Date: 2014-06-23T23:27:27Z
improve svd api
commit 71484263409c03669be825b50714731fa9c46f6c
Author: Li Pu <l...@twitter.com>
Date: 2014-06-26T07:09:48Z
improve RowMatrix multiply
commit c2737714b696d3cfae3b1efd0bde6a8d44a47b95
Author: Li Pu <l...@twitter.com>
Date: 2014-07-07T20:49:29Z
automatically determine SVD compute mode and parameters
commit 62969fa4e06a715025483ed282b29427075bbbf1
Author: Xiangrui Meng <m...@databricks.com>
Date: 2014-07-09T00:54:54Z
use BDV directly in symmetricEigs
change the computation mode to local-svd, local-eigs, and dist-eigs
update tests and docs
commit 861ec48bc74616b47d45ad3b828097a35045050f
Author: Xiangrui Meng <m...@databricks.com>
Date: 2014-07-09T01:09:23Z
simplify axpy
commit a461082d98828501eccfbb59c8813c5fbd2ef826
Author: Xiangrui Meng <m...@databricks.com>
Date: 2014-07-09T01:43:18Z
make superscript show up correctly in doc
commit 4c618e917607b6d760f6192878173198399302c1
Author: Li Pu <li...@outlook.com>
Date: 2014-07-09T07:10:14Z
Merge pull request #1 from mengxr/vrilleup-master
Some updates to SVD impl
commit 7312ec10b1be13a41e46c4b8d164302c8497514a
Author: Li Pu <l...@twitter.com>
Date: 2014-07-09T07:35:20Z
very minor comment fix
commit 5255f2a23ae979dcf809034bba658491ab8fd72a
Author: Li Pu <l...@twitter.com>
Date: 2014-07-10T18:53:06Z
Merge remote-tracking branch 'upstream/master'
commit 6fb01a31ad967b849f5b738f22a64f8616d3177b
Author: Li Pu <l...@twitter.com>
Date: 2014-07-11T23:12:43Z
use specialized axpy in RowMatrix
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