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Diffstat (limited to 'docs/mllib-guide.md')
| -rw-r--r-- | docs/mllib-guide.md | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/docs/mllib-guide.md b/docs/mllib-guide.md index a140ecb618..26350ce106 100644 --- a/docs/mllib-guide.md +++ b/docs/mllib-guide.md @@ -445,11 +445,12 @@ Given an *m x n* matrix *A*, we can compute matrices *U, S, V* such that *A = U * S * V^T* -There is no restriction on m, but we require n^2 doubles to fit in memory. +There is no restriction on m, but we require n^2 doubles to +fit in memory locally on one machine. Further, n should be less than m. The decomposition is computed by first computing *A^TA = V S^2 V^T*, -computing svd locally on that (since n x n is small), +computing SVD locally on that (since n x n is small), from which we recover S and V. Then we compute U via easy matrix multiplication as *U = A * V * S^-1* |