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[SPARK-4406] [MLib] FIX: Validate k in SVD #3945

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[SPARK-4406] [MLib] FIX: Validate k in SVD #3945

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12dae73
[SPARK-4406] FIX: Validate k in SVD
MechCoder Jan 8, 2015
64e6d2d
TST: Add better test errors and messages
MechCoder Jan 8, 2015
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3 changes: 3 additions & 0 deletions mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/IndexedRowMatrix.scala
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Expand Up @@ -102,6 +102,9 @@ class IndexedRowMatrix(
k: Int,
computeU: Boolean = false,
rCond: Double = 1e-9): SingularValueDecomposition[IndexedRowMatrix, Matrix] = {

val n = numCols().toInt
require(k > 0 && k <= n, s"Requested k singular values but got k=$k and numCols=$n.")
val indices = rows.map(_.index)
val svd = toRowMatrix().computeSVD(k, computeU, rCond)
val U = if (computeU) {
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2 changes: 1 addition & 1 deletion mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/RowMatrix.scala
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Expand Up @@ -212,7 +212,7 @@ class RowMatrix(
tol: Double,
mode: String): SingularValueDecomposition[RowMatrix, Matrix] = {
val n = numCols().toInt
require(k > 0 && k <= n, s"Request up to n singular values but got k=$k and n=$n.")
require(k > 0 && k <= n, s"Requested k singular values but got k=$k and numCols=$n.")

object SVDMode extends Enumeration {
val LocalARPACK, LocalLAPACK, DistARPACK = Value
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7 changes: 7 additions & 0 deletions mllib/src/test/scala/org/apache/spark/mllib/linalg/distributed/IndexedRowMatrixSuite.scala
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Expand Up @@ -113,6 +113,13 @@ class IndexedRowMatrixSuite extends FunSuite with MLlibTestSparkContext {
assert(closeToZero(U * brzDiag(s) * V.t - localA))
}

test("validate k in svd") {
val A = new IndexedRowMatrix(indexedRows)
intercept[IllegalArgumentException] {
A.computeSVD(-1)
}
}

def closeToZero(G: BDM[Double]): Boolean = {
G.valuesIterator.map(math.abs).sum < 1e-6
}
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8 changes: 8 additions & 0 deletions mllib/src/test/scala/org/apache/spark/mllib/linalg/distributed/RowMatrixSuite.scala
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Expand Up @@ -171,6 +171,14 @@ class RowMatrixSuite extends FunSuite with MLlibTestSparkContext {
}
}

test("validate k in svd") {
for (mat <- Seq(denseMat, sparseMat)) {
intercept[IllegalArgumentException] {
mat.computeSVD(-1)
}
}
}

def closeToZero(G: BDM[Double]): Boolean = {
G.valuesIterator.map(math.abs).sum < 1e-6
}
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