10/15/2014 https://github.com/apache/mahout/raw/master/math-scala/src/main/scala/org/apache/mahout/math/decompositions/DSSVD.

scala is not a
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package org.apache.mahout.math.decompositions
import scala.reflect.ClassTag
import org.apache.mahout.math.{Matrix, Matrices, Vector}
import org.apache.mahout.math.scalabindings._
import RLikeOps._
import org.apache.mahout.math.drm._
import RLikeDrmOps._
import org.apache.mahout.common.RandomUtils
object DSSVD {
/**
* Distributed Stochastic Singular Value decomposition algorithm.
*
* @param drmA input matrix A
* @param k request SSVD rank
* @param p oversampling parameter
* @param q number of power iterations
* @return (U,V,s). Note that U, V are non-checkpointed matrices (i.e. one needs to actually use them
* e.g. save them to hdfs in order to trigger their computation.
*/
def dssvd[K: ClassTag](drmA: DrmLike[K], k: Int, p: Int = 15, q: Int = 0):
(DrmLike[K], DrmLike[Int], Vector) = {
val drmAcp = drmA.checkpoint()
val m = drmAcp.nrow
val n = drmAcp.ncol
assert(k <= (m min n), "k cannot be greater than smaller of m, n.")
val pfxed = safeToNonNegInt((m min n) - k min p)
// Actual decomposition rank
val r = k + pfxed
// We represent Omega by its seed.
val omegaSeed = RandomUtils.getRandom().nextInt()
// Compute Y = A*Omega. Instead of redistributing view, we redistribute the Omega seed only and
// instantiate the Omega random matrix view in the backend instead. That way serialized closure
// is much more compact.
var drmY = drmAcp.mapBlock(ncol = r) {
case (keys, blockA) =>
val blockY = blockA %*% Matrices.symmetricUniformView(n, r, omegaSeed)
keys -> blockY
}
var drmQ = dqrThin(drmY.checkpoint())._1
// Checkpoint Q if last iteration
if (q == 0) drmQ = drmQ.checkpoint()
// This actually should be optimized as identically partitioned map-side A'B since A and Q should
// still be identically partitioned.
var drmBt = drmAcp.t %*% drmQ
// Checkpoint B' if last iteration
if (q == 0) drmBt = drmBt.checkpoint()
for (i <- 0 until q) {
drmY = drmAcp %*% drmBt
drmQ = dqrThin(drmY.checkpoint())._1
// Checkpoint Q if last iteration
if (i == q - 1) drmQ = drmQ.checkpoint()
// This on the other hand should be inner-join-and-map A'B optimization since A and Q_i are not
// identically partitioned anymore.
drmBt = drmAcp.t %*% drmQ
// Checkpoint B' if last iteration
if (i == q - 1) drmBt = drmBt.checkpoint()
}
val (inCoreUHat, d) = eigen(drmBt.t %*% drmBt)
10/15/2014 https://github.com/apache/mahout/raw/master/math-scala/src/main/scala/org/apache/mahout/math/decompositions/DSSVD.scala is not a
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val s = d.sqrt
// Since neither drmU nor drmV are actually computed until actually used, we don't need the flags
// instructing compute (or not compute) either of the U,V outputs anymore. Neat, isn't it?
val drmU = drmQ %*% inCoreUHat
val drmV = drmBt %*% (inCoreUHat %*%: diagv(1 /: s))
(drmU(::, 0 until k), drmV(::, 0 until k), s(0 until k))
}
}