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  1. Machine Learning Library
  2. ML-209

Improve SVD, Eigen and PCA implementations using PB-BLAS

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    • Type: Improvement
    • Status: Open
    • Priority: Not specified
    • Resolution: Unresolved
    • Affects Version/s: None
    • Fix Version/s: None
    • Component/s: None
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      Description

      Implement a version of Singular Value Decomposition that uses the BLAS libraries using distributed partition matrices

      Implement an efficient Eigen Decomposition for diagonalizable matrices using distributed partition matrices.

      A general Principle Components Analysis implementation will be provide to simplify the definition of the analysis task.

      (Targeted for end of year to align with the HPCC Platform target for version 6.0)

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              Assignee:
              johnholt John Holt
              Reporter:
              lorraineachapman Lorraine Chapman
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