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From Cooper <ahmad.raban...@gmail.com>
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
<https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/linalg/CholeskyDecomposition.scala>

, 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:

1,2,3,4
2,1,5,6
3,5,1,7
4,6,7,1

and b is:

5,6,7,8

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

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



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