or pseudoinverse really, i guess On Thu, Oct 8, 2015 at 3:58 PM, Dmitriy Lyubimov <dlie...@gmail.com> wrote:
> Mahout translation (approximation, since ssvd is reduced-rank, not the > true thing): > > val (drmU, drmV, s) = dssvd(drmA, k = 100) > val drmInvA = drmV %*% diagv(1 /=: s) %*% drmU.t > > Still, technically, it is a right inverse as in reality m is rarely the > same as n. Also, k must be k<= drmA.nrow min drmA.ncol > > > On Thu, Oct 8, 2015 at 2:52 PM, Andrew Musselman < > andrew.mussel...@gmail.com> wrote: > >> Yeah, nice trick Ted; here's a how-to for the list: >> http://www.cse.unr.edu/~bebis/CS791E/Notes/SVD.pdf >> >> On Thu, Oct 8, 2015 at 2:31 PM, Ted Dunning <ted.dunn...@gmail.com> >> wrote: >> >> > Yes. You can get the inverse from an SVD or emulate its effect. >> > >> > Can you share the actual mathematical specification for your problem? >> > >> > If you can't, then there is little we can do to help. >> > >> > >> > >> > On Wed, Oct 7, 2015 at 11:35 PM, go canal <goca...@yahoo.com.invalid> >> > wrote: >> > >> > > Unfortunately I do not know much details of these. The steps of these >> > > calculation is passed to me from a research team. I am helping them >> with >> > > coding part only. I myself is not good at math :-( >> > > btw, I think Mahout supports out-of-core SVD, am I correct ? If so, I >> > can >> > > get inverse of matrix from SVD right ? thanks, canal >> > > >> > > >> > > On Monday, October 5, 2015 2:25 PM, Ted Dunning < >> > > ted.dunn...@gmail.com> wrote: >> > > >> > > >> > > 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 <goca...@yahoo.com.invalid> >> > > 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 >> <goca...@yahoo.com.invalid> >> > > > 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. >> > > > >> > > > >> > > > >> > > >> > > >> > > >> > >> > >
