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Thats fascinating, i wonder how much coordinate matrix multiplication in spark takes into account factors like choelesky decomposition. Noticed most of those l
by nautilus12 8y ago
Thats fascinating, i wonder how much coordinate matrix multiplication in spark takes into account factors like choelesky decomposition. Noticed most of those libraries are written in C++ or fortran, is JVM based approaches generally discouraged in this realm? It fits well with our current stack based mostly around spark
- joshuamorton 8y agoNot quite the same, but similar, see the flowcharts at the end of this [1]. [1]: https://www.mathworks.com/help/matlab/ref/mldivide.html https://www.mathworks.com/help/matlab/ref/mldivide.html
- hadibrais 8y agoI don't much about Java. But, for example, if you want to implement the technique from the link above in Java, you'd need LoadFloat8, BroadcastFloat8, and AdduFloat8. I'm not sure how they are implemented in Glow, but they can be implemented using inline assembly. You'd need something like SIMD intrinsics Java library to access these crucial x86 SIMD instructions.
- twic 8y agoThere's a proposal to add SIMD intrinsics to Java (sort of), but i have no idea when it might happen: https://bugs.openjdk.java.net/browse/JDK-8201271 https://bugs.openjdk.java.net/browse/JDK-8201271