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From Debasish Das <debasish.da...@gmail.com>
Subject Linear CG solver
Date Fri, 27 Jun 2014 21:54:29 GMT
Hi,

I am looking for an efficient linear CG to be put inside the Quadratic
Minimization algorithms we added for Spark mllib.

With a good linear CG, we should be able to solve kernel SVMs with this
solver in mllib...

I use direct solves right now using cholesky decomposition which has higher
complexity as matrix sizes become large...

I found out some jblas example code:

https://github.com/mikiobraun/jblas-examples/blob/master/src/CG.java

I was wondering if mllib developers have any experience using this solver
and if this is better than apache commons linear CG ?

Thanks.
Deb

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