Climbs_lika_Spyder Climbs_lika_Spyder - 1 month ago 24
Scala Question

How to compute the inverse of a RowMatrix in Apache Spark?

I have a X, distributed matrix, in RowMatrix form. I am using Spark 1.3.0. I need to be able to calculate X inverse.

Answer
import org.apache.spark.mllib.linalg.{Vectors,Vector,Matrix,SingularValueDecomposition,DenseMatrix,DenseVector}
import org.apache.spark.mllib.linalg.distributed.RowMatrix

def computeInverse(X: RowMatrix): DenseMatrix = {
  val nCoef = X.numCols.toInt
  val svd = X.computeSVD(nCoef, computeU = true)
  if (svd.s.size < nCoef) {
    sys.error(s"RowMatrix.computeInverse called on singular matrix.")
  }

  // Create the inv diagonal matrix from S 
  val invS = DenseMatrix.diag(new DenseVector(svd.s.toArray.map(x => math.pow(x,-1))))

  // U cannot be a RowMatrix
  val U = new DenseMatrix(svd.U.numRows().toInt,svd.U.numCols().toInt,svd.U.rows.collect.flatMap(x => x.toArray))

  // If you could make V distributed, then this may be better. However its alreadly local...so maybe this is fine.
  val V = svd.V
  // inv(X) = V*inv(S)*transpose(U)  --- the U is already transposed.
  (V.multiply(invS)).multiply(U)
  }