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From Cooper <>
Subject Solve system of linear equations in Spark
Date Thu, 06 Oct 2016 05:49:22 GMT
I have a system of linear equations in the form of Ax = b to solve in Spark.

A is n by n

b is n by 1

I represent 'A' in the form of IndexedRowMatrix or RowMatrix and 'b' in the
form of DenseMatrix or DenseVector.

How can I solve this system to calculate the 'x' vector?

If the suggested solution is  Cholesky Decomposition

, would you please guide me through doing it as it is not part of the public
API ? For example if the original matrix A is:


and b is:


What is passed as argument to the "solve" method ?

Any other solution other than inversing 'A' would be very helpful.

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