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

    https://github.com/apache/spark/pull/3319#discussion_r22010793
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala 
---
    @@ -256,72 +524,297 @@ object Matrices {
        * Generate a `DenseMatrix` consisting of zeros.
        * @param numRows number of rows of the matrix
        * @param numCols number of columns of the matrix
    -   * @return `DenseMatrix` with size `numRows` x `numCols` and values of 
zeros
    +   * @return `Matrix` with size `numRows` x `numCols` and values of zeros
        */
    -  def zeros(numRows: Int, numCols: Int): Matrix =
    -    new DenseMatrix(numRows, numCols, new Array[Double](numRows * numCols))
    +  def zeros(numRows: Int, numCols: Int): Matrix = 
DenseMatrix.zeros(numRows, numCols)
     
       /**
        * Generate a `DenseMatrix` consisting of ones.
        * @param numRows number of rows of the matrix
        * @param numCols number of columns of the matrix
    -   * @return `DenseMatrix` with size `numRows` x `numCols` and values of 
ones
    +   * @return `Matrix` with size `numRows` x `numCols` and values of ones
        */
    -  def ones(numRows: Int, numCols: Int): Matrix =
    -    new DenseMatrix(numRows, numCols, Array.fill(numRows * numCols)(1.0))
    +  def ones(numRows: Int, numCols: Int): Matrix = DenseMatrix.ones(numRows, 
numCols)
     
       /**
    -   * Generate an Identity Matrix in `DenseMatrix` format.
    +   * Generate a dense Identity Matrix in `Matrix` format.
        * @param n number of rows and columns of the matrix
    -   * @return `DenseMatrix` with size `n` x `n` and values of ones on the 
diagonal
    +   * @return `Matrix` with size `n` x `n` and values of ones on the 
diagonal
        */
    -  def eye(n: Int): Matrix = {
    -    val identity = Matrices.zeros(n, n)
    -    var i = 0
    -    while (i < n){
    -      identity.update(i, i, 1.0)
    -      i += 1
    -    }
    -    identity
    -  }
    +  def eye(n: Int): Matrix = DenseMatrix.eye(n)
    +
    +  /**
    +   * Generate a sparse Identity Matrix in `Matrix` format.
    +   * @param n number of rows and columns of the matrix
    +   * @return `Matrix` with size `n` x `n` and values of ones on the 
diagonal
    +   */
    +  def speye(n: Int): Matrix = SparseMatrix.speye(n)
     
       /**
        * Generate a `DenseMatrix` consisting of i.i.d. uniform random numbers.
        * @param numRows number of rows of the matrix
        * @param numCols number of columns of the matrix
        * @param rng a random number generator
    -   * @return `DenseMatrix` with size `numRows` x `numCols` and values in 
U(0, 1)
    +   * @return `Matrix` with size `numRows` x `numCols` and values in U(0, 1)
        */
    -  def rand(numRows: Int, numCols: Int, rng: Random): Matrix = {
    -    new DenseMatrix(numRows, numCols, Array.fill(numRows * 
numCols)(rng.nextDouble()))
    -  }
    +  def rand(numRows: Int, numCols: Int, rng: Random): Matrix =
    +    DenseMatrix.rand(numRows, numCols, rng)
    +
    +  /**
    +   * Generate a `SparseMatrix` consisting of i.i.d. gaussian random 
numbers.
    +   * @param numRows number of rows of the matrix
    +   * @param numCols number of columns of the matrix
    +   * @param density the desired density for the matrix
    +   * @param rng a random number generator
    +   * @return `Matrix` with size `numRows` x `numCols` and values in U(0, 1)
    +   */
    +  def sprand(numRows: Int, numCols: Int, density: Double, rng: Random): 
Matrix =
    +    SparseMatrix.sprand(numRows, numCols, density, rng)
     
       /**
        * Generate a `DenseMatrix` consisting of i.i.d. gaussian random numbers.
        * @param numRows number of rows of the matrix
        * @param numCols number of columns of the matrix
        * @param rng a random number generator
    -   * @return `DenseMatrix` with size `numRows` x `numCols` and values in 
N(0, 1)
    +   * @return `Matrix` with size `numRows` x `numCols` and values in N(0, 1)
        */
    -  def randn(numRows: Int, numCols: Int, rng: Random): Matrix = {
    -    new DenseMatrix(numRows, numCols, Array.fill(numRows * 
numCols)(rng.nextGaussian()))
    -  }
    +  def randn(numRows: Int, numCols: Int, rng: Random): Matrix =
    +    DenseMatrix.randn(numRows, numCols, rng)
    +
    +  /**
    +   * Generate a `SparseMatrix` consisting of i.i.d. gaussian random 
numbers.
    +   * @param numRows number of rows of the matrix
    +   * @param numCols number of columns of the matrix
    +   * @param density the desired density for the matrix
    +   * @param rng a random number generator
    +   * @return `Matrix` with size `numRows` x `numCols` and values in N(0, 1)
    +   */
    +  def sprandn(numRows: Int, numCols: Int, density: Double, rng: Random): 
Matrix =
    +    SparseMatrix.sprandn(numRows, numCols, density, rng)
     
       /**
        * Generate a diagonal matrix in `DenseMatrix` format from the supplied 
values.
        * @param vector a `Vector` tat will form the values on the diagonal of 
the matrix
    -   * @return Square `DenseMatrix` with size `values.length` x 
`values.length` and `values`
    +   * @return Square `Matrix` with size `values.length` x `values.length` 
and `values`
        *         on the diagonal
        */
    -  def diag(vector: Vector): Matrix = {
    -    val n = vector.size
    -    val matrix = Matrices.eye(n)
    -    val values = vector.toArray
    -    var i = 0
    -    while (i < n) {
    -      matrix.update(i, i, values(i))
    -      i += 1
    +  def diag(vector: Vector): Matrix = DenseMatrix.diag(vector)
    +
    +  /**
    +   * Horizontally concatenate a sequence of matrices. The returned matrix 
will be in the format
    +   * the matrices are supplied in. Supplying a mix of dense and sparse 
matrices will result in
    +   * a sparse matrix.
    +   * @param matrices array of matrices
    +   * @return a single `Matrix` composed of the matrices that were 
horizontally concatenated
    +   */
    +  def horzcat(matrices: Array[Matrix]): Matrix = {
    --- End diff --
    
    What if the input is an empty array?


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