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Contributing irregularly

Karel Ha mathemage

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Contributing irregularly
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mathemage / EVD_MTJ_DenseMatrix.java
Created May 4, 2017 09:18
singular values and right eigenvectors out of eigenvalue decomposition (EVD)
package hex.pca;
import hex.util.LinearAlgebraUtils;
import no.uib.cipr.matrix.DenseMatrix;
import no.uib.cipr.matrix.NotConvergedException;
/**
* @author mathemage </ha@h2o.ai>
* @date 1.5.17
*/
@mmalohlava
mmalohlava / karel_ha_assignment.md
Last active March 31, 2017 09:23
Assignment: Improve H2O PCA

Assignment: Improve H2O PCA

The goal of this assignment is to:

  1. Get familiar with the H2O stack
  2. Make an improvement in H2O

Details

H2O provides implementation of the PCA algorithm which depends on the Jama library. The library is used for several tasks including Singular Value Decomposition (SVD). However, the library also introduces sub-optimal performance.