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

    https://github.com/apache/spark/pull/3319#discussion_r22010764
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/linalg/Matrices.scala 
---
    @@ -123,6 +135,97 @@ class DenseMatrix(val numRows: Int, val numCols: Int, 
val values: Array[Double])
       }
     
       override def copy = new DenseMatrix(numRows, numCols, values.clone())
    +
    +  private[mllib] def map(f: Double => Double) = new DenseMatrix(numRows, 
numCols, values.map(f))
    +
    +  private[mllib] def update(f: Double => Double): DenseMatrix = {
    +    val len = values.length
    +    var i = 0
    +    while (i < len) {
    +      values(i) = f(values(i))
    +      i += 1
    +    }
    +    this
    +  }
    +}
    +
    +/**
    + * Factory methods for [[org.apache.spark.mllib.linalg.DenseMatrix]].
    + */
    +object DenseMatrix {
    +
    +  /**
    +   * 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
    +   */
    +  def zeros(numRows: Int, numCols: Int): DenseMatrix =
    +    new DenseMatrix(numRows, numCols, new Array[Double](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
    +   */
    +  def ones(numRows: Int, numCols: Int): DenseMatrix =
    +    new DenseMatrix(numRows, numCols, Array.fill(numRows * numCols)(1.0))
    +
    +  /**
    +   * Generate an Identity Matrix in `DenseMatrix` 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
    +   */
    +  def eye(n: Int): DenseMatrix = {
    +    val identity = DenseMatrix.zeros(n, n)
    +    var i = 0
    +    while (i < n) {
    +      identity.update(i, i, 1.0)
    +      i += 1
    +    }
    +    identity
    +  }
    +
    +  /**
    +   * 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)
    +   */
    +  def rand(numRows: Int, numCols: Int, rng: Random): DenseMatrix = {
    +    new DenseMatrix(numRows, numCols, Array.fill(numRows * 
numCols)(rng.nextDouble()))
    +  }
    +
    +  /**
    +   * 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)
    +   */
    +  def randn(numRows: Int, numCols: Int, rng: Random): DenseMatrix = {
    +    new DenseMatrix(numRows, numCols, Array.fill(numRows * 
numCols)(rng.nextGaussian()))
    +  }
    +
    +  /**
    +   * Generate a diagonal matrix in `DenseMatrix` format from the supplied 
values.
    +   * @param vector a `Vector` that will form the values on the diagonal of 
the matrix
    +   * @return Square `DenseMatrix` with size `values.length` x 
`values.length` and `values`
    +   *         on the diagonal
    +   */
    +  def diag(vector: Vector): DenseMatrix = {
    +    val n = vector.size
    +    val matrix = DenseMatrix.eye(n)
    --- End diff --
    
    `eye(n)` -> `zeros(n, n)`


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