hadoop - SVD implementation map reduce -
hi need perform singular value decomposition on large dense square matrices using map reduce.
i have checked mahout project provide tsqr algorithm http://arbenson.github.io/portfolio/math221/austinbenson-math221-report.pdf .
the problem want full rank , method not work in such case. distributed lanczos svd implementation using before not suit case well.
i found two-sided jacobi scheme used such purpose did not manage find available implementation.
does know if , can find reference code?
if may - spark lib (mlib). had implementation. can use it, or looking @ can make own. https://spark.apache.org/docs/latest/mllib-dimensionality-reduction.html
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