Re: matrix inversion in plan ?

[Ted Dunning]

This sort of thing would definitely compute the inverse.

And it is definitely to be avoided.

How about you give some specifics so I can say what should be done?



On Sun, Oct 4, 2015 at 7:31 PM, go canal  wrote:

> Thank you all, the solver is something like this, am I correct:
> Matrix m = 
> Matrix inverse = new QRDecomposition(m).solve(new DiagonalMatrix(1,
> m.rowSize()));
>
> The problem I have is that the matrix is too big, I need distributed, or
> out-of-core solution.
>
>  thanks, canal
>
>
>  On Monday, October 5, 2015 6:25 AM, Peter Jaumann <
> peter.jauma...@gmail.com> wrote:
>
>
>  This should be done with a matrix solver indeed!!!
>
>
>
> On Oct 4, 2015 11:53 AM, "Ted Dunning"  wrote:
> >
> >
> > It is almost certain that starting with an inversion is a serious error.
> >
> > Are you sure you don't want a matrix solver instead?
> >
> > Sent from my iPhone
> >
> > > On Oct 3, 2015, at 20:09, go canal  wrote:
> > >
> > > oh, it is so unfortunate that the first step of my project requires the
> inversion of a very large matrix. will have to revert back to scalapack or
> MR based solutions I guess.
> > >  thanks, canal
> > >
> > >
> > >On Saturday, October 3, 2015 11:31 PM, Ted Dunning <
> ted.dunn...@gmail.com> wrote:
> > >
> > >
> > > I doubt seriously that Samsara will support matrix inversion per se.
> The
> > > problem is
> > >
> > > a) it densifies sparse matrices
> > >
> > > b) it is much more costly than solving a linear system
> > >
> > > Samsara is roughly memory based, but different back-ends will try to
> spill
> > > to disk if necessary.  It is likely that the resulting degradation in
> > > performance would be dramatic and thus unacceptable to most users.
> > >
> > >
> > >
> > >> On Fri, Oct 2, 2015 at 8:47 PM, go canal 
> wrote:
> > >>
> > >> HiI saw some distributed matrix functions included in Samsara now.
> > >> Wondering if we have a plan to support matrix inversion ?BTW, am I
> correct
> > >> that it is distributed memory based, not out-of-core ? thanks, canal
> > >
> > >
>
>
>
>

Re: matrix inversion in plan ?

[Ted Dunning]

On Sun, Oct 4, 2015 at 10:32 PM, go canal  wrote:

> in fact i need to support both double and complex double for either
> distributed memory based or out-of-core.


Ahh...

Well Mahout doesn't support complex anything. So this isn't going to help
you.

Re: matrix inversion in plan ?

[go canal]

I will be more than interested to extend to complex double, when the solver is 
ready for double data type.  thanks, canal 


 On Monday, October 5, 2015 2:02 PM, Ted Dunning  
wrote:
   

 On Sun, Oct 4, 2015 at 10:32 PM, go canal  wrote:

> in fact i need to support both double and complex double for either
> distributed memory based or out-of-core.


Ahh...

Well Mahout doesn't support complex anything. So this isn't going to help
you.


  

Re: matrix inversion in plan ?

[Ted Dunning]

That isn't enough detail.

How do you mean to compute degrees of freedom?  WHy do you need the inverse
to do this?

Where did you get this algorithm?

Is this even appropriate at large scale?

Is this a stable computation?



On Sun, Oct 4, 2015 at 11:18 PM, go canal  wrote:

> I will be more than interested to extend to complex double, when the
> solver is ready for double data type.  thanks, canal
>
>
>  On Monday, October 5, 2015 2:02 PM, Ted Dunning <
> ted.dunn...@gmail.com> wrote:
>
>
>  On Sun, Oct 4, 2015 at 10:32 PM, go canal 
> wrote:
>
> > in fact i need to support both double and complex double for either
> > distributed memory based or out-of-core.
>
>
> Ahh...
>
> Well Mahout doesn't support complex anything. So this isn't going to help
> you.
>
>
>