Github user KyleLi1985 commented on a diff in the pull request:

    https://github.com/apache/spark/pull/23126#discussion_r237505113
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala 
---
    @@ -128,6 +128,69 @@ class RowMatrix @Since("1.0.0") (
         RowMatrix.triuToFull(n, GU.data)
       }
     
    +  private def computeDenseVectorCovariance(mean: Vector, n: Int, m: Long): 
Matrix = {
    +
    +    val bc = rows.context.broadcast(mean)
    +
    +    // Computes n*(n+1)/2, avoiding overflow in the multiplication.
    +    // This succeeds when n <= 65535, which is checked above
    +    val nt = if (n % 2 == 0) ((n / 2) * (n + 1)) else (n * ((n + 1) / 2))
    +
    +    val MU = rows.treeAggregate(new BDV[Double](nt))(
    +      seqOp = (U, v) => {
    +        val dv = new DenseVector(v.toArray.zip(bc.value.toArray)
    --- End diff --
    
    I do some more research about your mention, the primitive array is more 
faster than zip, or zipped and view.zip. Because there is no more temporary 
collection and extra memory copies.
    
    I do a comparison test,  below is the result
    ![2018-11-29 9 18 
11](https://user-images.githubusercontent.com/40689156/49227954-44cc3100-f425-11e8-86af-6a48f1353bf7.png)
    



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