diff --git a/docs/mllib-dimensionality-reduction.md b/docs/mllib-dimensionality-reduction.md index 539cbc1b31..a72680d52a 100644 --- a/docs/mllib-dimensionality-reduction.md +++ b/docs/mllib-dimensionality-reduction.md @@ -76,13 +76,14 @@ Refer to the [`SingularValueDecomposition` Java docs](api/java/org/apache/spark/ The same code applies to `IndexedRowMatrix` if `U` is defined as an `IndexedRowMatrix`. + +
+Refer to the [`SingularValueDecomposition` Python docs](api/python/pyspark.mllib.html#pyspark.mllib.linalg.distributed.SingularValueDecomposition) for details on the API. -In order to run the above application, follow the instructions -provided in the [Self-Contained -Applications](quick-start.html#self-contained-applications) section of the Spark -quick-start guide. Be sure to also include *spark-mllib* to your build file as -a dependency. +{% include_example python/mllib/svd_example.py %} +The same code applies to `IndexedRowMatrix` if `U` is defined as an +`IndexedRowMatrix`.
@@ -118,17 +119,21 @@ Refer to the [`PCA` Scala docs](api/scala/index.html#org.apache.spark.mllib.feat The following code demonstrates how to compute principal components on a `RowMatrix` and use them to project the vectors into a low-dimensional space. -The number of columns should be small, e.g, less than 1000. Refer to the [`RowMatrix` Java docs](api/java/org/apache/spark/mllib/linalg/distributed/RowMatrix.html) for details on the API. {% include_example java/org/apache/spark/examples/mllib/JavaPCAExample.java %} - -In order to run the above application, follow the instructions -provided in the [Self-Contained Applications](quick-start.html#self-contained-applications) -section of the Spark -quick-start guide. Be sure to also include *spark-mllib* to your build file as -a dependency. +
+ +The following code demonstrates how to compute principal components on a `RowMatrix` +and use them to project the vectors into a low-dimensional space. + +Refer to the [`RowMatrix` Python docs](api/python/pyspark.mllib.html#pyspark.mllib.linalg.distributed.RowMatrix) for details on the API. + +{% include_example python/mllib/pca_rowmatrix_example.py %} + +
+ diff --git a/examples/src/main/java/org/apache/spark/examples/mllib/JavaPCAExample.java b/examples/src/main/java/org/apache/spark/examples/mllib/JavaPCAExample.java index 3077f557ef..0a7dc621e1 100644 --- a/examples/src/main/java/org/apache/spark/examples/mllib/JavaPCAExample.java +++ b/examples/src/main/java/org/apache/spark/examples/mllib/JavaPCAExample.java @@ -18,7 +18,8 @@ package org.apache.spark.examples.mllib; // $example on$ -import java.util.LinkedList; +import java.util.Arrays; +import java.util.List; // $example off$ import org.apache.spark.SparkConf; @@ -39,21 +40,25 @@ public class JavaPCAExample { public static void main(String[] args) { SparkConf conf = new SparkConf().setAppName("PCA Example"); SparkContext sc = new SparkContext(conf); + JavaSparkContext jsc = JavaSparkContext.fromSparkContext(sc); // $example on$ - double[][] array = {{1.12, 2.05, 3.12}, {5.56, 6.28, 8.94}, {10.2, 8.0, 20.5}}; - LinkedList rowsList = new LinkedList<>(); - for (int i = 0; i < array.length; i++) { - Vector currentRow = Vectors.dense(array[i]); - rowsList.add(currentRow); - } - JavaRDD rows = JavaSparkContext.fromSparkContext(sc).parallelize(rowsList); + List data = Arrays.asList( + Vectors.sparse(5, new int[] {1, 3}, new double[] {1.0, 7.0}), + Vectors.dense(2.0, 0.0, 3.0, 4.0, 5.0), + Vectors.dense(4.0, 0.0, 0.0, 6.0, 7.0) + ); + + JavaRDD rows = jsc.parallelize(data); // Create a RowMatrix from JavaRDD. RowMatrix mat = new RowMatrix(rows.rdd()); - // Compute the top 3 principal components. - Matrix pc = mat.computePrincipalComponents(3); + // Compute the top 4 principal components. + // Principal components are stored in a local dense matrix. + Matrix pc = mat.computePrincipalComponents(4); + + // Project the rows to the linear space spanned by the top 4 principal components. RowMatrix projected = mat.multiply(pc); // $example off$ Vector[] collectPartitions = (Vector[])projected.rows().collect(); @@ -61,6 +66,6 @@ public class JavaPCAExample { for (Vector vector : collectPartitions) { System.out.println("\t" + vector); } - sc.stop(); + jsc.stop(); } } diff --git a/examples/src/main/java/org/apache/spark/examples/mllib/JavaSVDExample.java b/examples/src/main/java/org/apache/spark/examples/mllib/JavaSVDExample.java index 3730e60f68..802be3960a 100644 --- a/examples/src/main/java/org/apache/spark/examples/mllib/JavaSVDExample.java +++ b/examples/src/main/java/org/apache/spark/examples/mllib/JavaSVDExample.java @@ -18,7 +18,8 @@ package org.apache.spark.examples.mllib; // $example on$ -import java.util.LinkedList; +import java.util.Arrays; +import java.util.List; // $example off$ import org.apache.spark.SparkConf; @@ -43,22 +44,22 @@ public class JavaSVDExample { JavaSparkContext jsc = JavaSparkContext.fromSparkContext(sc); // $example on$ - double[][] array = {{1.12, 2.05, 3.12}, {5.56, 6.28, 8.94}, {10.2, 8.0, 20.5}}; - LinkedList rowsList = new LinkedList<>(); - for (int i = 0; i < array.length; i++) { - Vector currentRow = Vectors.dense(array[i]); - rowsList.add(currentRow); - } - JavaRDD rows = jsc.parallelize(rowsList); + List data = Arrays.asList( + Vectors.sparse(5, new int[] {1, 3}, new double[] {1.0, 7.0}), + Vectors.dense(2.0, 0.0, 3.0, 4.0, 5.0), + Vectors.dense(4.0, 0.0, 0.0, 6.0, 7.0) + ); + + JavaRDD rows = jsc.parallelize(data); // Create a RowMatrix from JavaRDD. RowMatrix mat = new RowMatrix(rows.rdd()); - // Compute the top 3 singular values and corresponding singular vectors. - SingularValueDecomposition svd = mat.computeSVD(3, true, 1.0E-9d); - RowMatrix U = svd.U(); - Vector s = svd.s(); - Matrix V = svd.V(); + // Compute the top 5 singular values and corresponding singular vectors. + SingularValueDecomposition svd = mat.computeSVD(5, true, 1.0E-9d); + RowMatrix U = svd.U(); // The U factor is a RowMatrix. + Vector s = svd.s(); // The singular values are stored in a local dense vector. + Matrix V = svd.V(); // The V factor is a local dense matrix. // $example off$ Vector[] collectPartitions = (Vector[]) U.rows().collect(); System.out.println("U factor is:"); diff --git a/examples/src/main/python/mllib/pca_rowmatrix_example.py b/examples/src/main/python/mllib/pca_rowmatrix_example.py new file mode 100644 index 0000000000..49b9b1bbe0 --- /dev/null +++ b/examples/src/main/python/mllib/pca_rowmatrix_example.py @@ -0,0 +1,46 @@ +# +# Licensed to the Apache Software Foundation (ASF) under one or more +# contributor license agreements. See the NOTICE file distributed with +# this work for additional information regarding copyright ownership. +# The ASF licenses this file to You under the Apache License, Version 2.0 +# (the "License"); you may not use this file except in compliance with +# the License. You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# + +from pyspark import SparkContext +# $example on$ +from pyspark.mllib.linalg import Vectors +from pyspark.mllib.linalg.distributed import RowMatrix +# $example off$ + +if __name__ == "__main__": + sc = SparkContext(appName="PythonPCAOnRowMatrixExample") + + # $example on$ + rows = sc.parallelize([ + Vectors.sparse(5, {1: 1.0, 3: 7.0}), + Vectors.dense(2.0, 0.0, 3.0, 4.0, 5.0), + Vectors.dense(4.0, 0.0, 0.0, 6.0, 7.0) + ]) + + mat = RowMatrix(rows) + # Compute the top 4 principal components. + # Principal components are stored in a local dense matrix. + pc = mat.computePrincipalComponents(4) + + # Project the rows to the linear space spanned by the top 4 principal components. + projected = mat.multiply(pc) + # $example off$ + collected = projected.rows.collect() + print("Projected Row Matrix of principal component:") + for vector in collected: + print(vector) + sc.stop() diff --git a/examples/src/main/python/mllib/svd_example.py b/examples/src/main/python/mllib/svd_example.py new file mode 100644 index 0000000000..5b220fdb3f --- /dev/null +++ b/examples/src/main/python/mllib/svd_example.py @@ -0,0 +1,48 @@ +# +# Licensed to the Apache Software Foundation (ASF) under one or more +# contributor license agreements. See the NOTICE file distributed with +# this work for additional information regarding copyright ownership. +# The ASF licenses this file to You under the Apache License, Version 2.0 +# (the "License"); you may not use this file except in compliance with +# the License. You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# + +from pyspark import SparkContext +# $example on$ +from pyspark.mllib.linalg import Vectors +from pyspark.mllib.linalg.distributed import RowMatrix +# $example off$ + +if __name__ == "__main__": + sc = SparkContext(appName="PythonSVDExample") + + # $example on$ + rows = sc.parallelize([ + Vectors.sparse(5, {1: 1.0, 3: 7.0}), + Vectors.dense(2.0, 0.0, 3.0, 4.0, 5.0), + Vectors.dense(4.0, 0.0, 0.0, 6.0, 7.0) + ]) + + mat = RowMatrix(rows) + + # Compute the top 5 singular values and corresponding singular vectors. + svd = mat.computeSVD(5, computeU=True) + U = svd.U # The U factor is a RowMatrix. + s = svd.s # The singular values are stored in a local dense vector. + V = svd.V # The V factor is a local dense matrix. + # $example off$ + collected = U.rows.collect() + print("U factor is:") + for vector in collected: + print(vector) + print("Singular values are: %s" % s) + print("V factor is:\n%s" % V) + sc.stop() diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/PCAOnRowMatrixExample.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/PCAOnRowMatrixExample.scala index a137ba2a2f..da43a8d9c7 100644 --- a/examples/src/main/scala/org/apache/spark/examples/mllib/PCAOnRowMatrixExample.scala +++ b/examples/src/main/scala/org/apache/spark/examples/mllib/PCAOnRowMatrixExample.scala @@ -39,9 +39,9 @@ object PCAOnRowMatrixExample { Vectors.dense(2.0, 0.0, 3.0, 4.0, 5.0), Vectors.dense(4.0, 0.0, 0.0, 6.0, 7.0)) - val dataRDD = sc.parallelize(data, 2) + val rows = sc.parallelize(data) - val mat: RowMatrix = new RowMatrix(dataRDD) + val mat: RowMatrix = new RowMatrix(rows) // Compute the top 4 principal components. // Principal components are stored in a local dense matrix. diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/SVDExample.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/SVDExample.scala index b286a3f7b9..769ae2a3a8 100644 --- a/examples/src/main/scala/org/apache/spark/examples/mllib/SVDExample.scala +++ b/examples/src/main/scala/org/apache/spark/examples/mllib/SVDExample.scala @@ -28,6 +28,9 @@ import org.apache.spark.mllib.linalg.Vectors import org.apache.spark.mllib.linalg.distributed.RowMatrix // $example off$ +/** + * Example for SingularValueDecomposition. + */ object SVDExample { def main(args: Array[String]): Unit = { @@ -41,15 +44,15 @@ object SVDExample { Vectors.dense(2.0, 0.0, 3.0, 4.0, 5.0), Vectors.dense(4.0, 0.0, 0.0, 6.0, 7.0)) - val dataRDD = sc.parallelize(data, 2) + val rows = sc.parallelize(data) - val mat: RowMatrix = new RowMatrix(dataRDD) + val mat: RowMatrix = new RowMatrix(rows) // Compute the top 5 singular values and corresponding singular vectors. val svd: SingularValueDecomposition[RowMatrix, Matrix] = mat.computeSVD(5, computeU = true) val U: RowMatrix = svd.U // The U factor is a RowMatrix. - val s: Vector = svd.s // The singular values are stored in a local dense vector. - val V: Matrix = svd.V // The V factor is a local dense matrix. + val s: Vector = svd.s // The singular values are stored in a local dense vector. + val V: Matrix = svd.V // The V factor is a local dense matrix. // $example off$ val collect = U.rows.collect() println("U factor is:") diff --git a/python/pyspark/mllib/linalg/distributed.py b/python/pyspark/mllib/linalg/distributed.py index 600655c912..4cb802514b 100644 --- a/python/pyspark/mllib/linalg/distributed.py +++ b/python/pyspark/mllib/linalg/distributed.py @@ -28,14 +28,13 @@ from py4j.java_gateway import JavaObject from pyspark import RDD, since from pyspark.mllib.common import callMLlibFunc, JavaModelWrapper -from pyspark.mllib.linalg import _convert_to_vector, Matrix, QRDecomposition +from pyspark.mllib.linalg import _convert_to_vector, DenseMatrix, Matrix, QRDecomposition from pyspark.mllib.stat import MultivariateStatisticalSummary from pyspark.storagelevel import StorageLevel -__all__ = ['DistributedMatrix', 'RowMatrix', 'IndexedRow', - 'IndexedRowMatrix', 'MatrixEntry', 'CoordinateMatrix', - 'BlockMatrix'] +__all__ = ['BlockMatrix', 'CoordinateMatrix', 'DistributedMatrix', 'IndexedRow', + 'IndexedRowMatrix', 'MatrixEntry', 'RowMatrix', 'SingularValueDecomposition'] class DistributedMatrix(object): @@ -301,6 +300,136 @@ class RowMatrix(DistributedMatrix): R = decomp.call("R") return QRDecomposition(Q, R) + @since('2.2.0') + def computeSVD(self, k, computeU=False, rCond=1e-9): + """ + Computes the singular value decomposition of the RowMatrix. + + The given row matrix A of dimension (m X n) is decomposed into + U * s * V'T where + + * U: (m X k) (left singular vectors) is a RowMatrix whose + columns are the eigenvectors of (A X A') + * s: DenseVector consisting of square root of the eigenvalues + (singular values) in descending order. + * v: (n X k) (right singular vectors) is a Matrix whose columns + are the eigenvectors of (A' X A) + + For more specific details on implementation, please refer + the Scala documentation. + + :param k: Number of leading singular values to keep (`0 < k <= n`). + It might return less than k if there are numerically zero singular values + or there are not enough Ritz values converged before the maximum number of + Arnoldi update iterations is reached (in case that matrix A is ill-conditioned). + :param computeU: Whether or not to compute U. If set to be + True, then U is computed by A * V * s^-1 + :param rCond: Reciprocal condition number. All singular values + smaller than rCond * s[0] are treated as zero + where s[0] is the largest singular value. + :returns: :py:class:`SingularValueDecomposition` + + >>> rows = sc.parallelize([[3, 1, 1], [-1, 3, 1]]) + >>> rm = RowMatrix(rows) + + >>> svd_model = rm.computeSVD(2, True) + >>> svd_model.U.rows.collect() + [DenseVector([-0.7071, 0.7071]), DenseVector([-0.7071, -0.7071])] + >>> svd_model.s + DenseVector([3.4641, 3.1623]) + >>> svd_model.V + DenseMatrix(3, 2, [-0.4082, -0.8165, -0.4082, 0.8944, -0.4472, 0.0], 0) + """ + j_model = self._java_matrix_wrapper.call( + "computeSVD", int(k), bool(computeU), float(rCond)) + return SingularValueDecomposition(j_model) + + @since('2.2.0') + def computePrincipalComponents(self, k): + """ + Computes the k principal components of the given row matrix + + .. note:: This cannot be computed on matrices with more than 65535 columns. + + :param k: Number of principal components to keep. + :returns: :py:class:`pyspark.mllib.linalg.DenseMatrix` + + >>> rows = sc.parallelize([[1, 2, 3], [2, 4, 5], [3, 6, 1]]) + >>> rm = RowMatrix(rows) + + >>> # Returns the two principal components of rm + >>> pca = rm.computePrincipalComponents(2) + >>> pca + DenseMatrix(3, 2, [-0.349, -0.6981, 0.6252, -0.2796, -0.5592, -0.7805], 0) + + >>> # Transform into new dimensions with the greatest variance. + >>> rm.multiply(pca).rows.collect() # doctest: +NORMALIZE_WHITESPACE + [DenseVector([0.1305, -3.7394]), DenseVector([-0.3642, -6.6983]), \ + DenseVector([-4.6102, -4.9745])] + """ + return self._java_matrix_wrapper.call("computePrincipalComponents", k) + + @since('2.2.0') + def multiply(self, matrix): + """ + Multiply this matrix by a local dense matrix on the right. + + :param matrix: a local dense matrix whose number of rows must match the number of columns + of this matrix + :returns: :py:class:`RowMatrix` + + >>> rm = RowMatrix(sc.parallelize([[0, 1], [2, 3]])) + >>> rm.multiply(DenseMatrix(2, 2, [0, 2, 1, 3])).rows.collect() + [DenseVector([2.0, 3.0]), DenseVector([6.0, 11.0])] + """ + if not isinstance(matrix, DenseMatrix): + raise ValueError("Only multiplication with DenseMatrix " + "is supported.") + j_model = self._java_matrix_wrapper.call("multiply", matrix) + return RowMatrix(j_model) + + +class SingularValueDecomposition(JavaModelWrapper): + """ + Represents singular value decomposition (SVD) factors. + + .. versionadded:: 2.2.0 + """ + + @property + @since('2.2.0') + def U(self): + """ + Returns a distributed matrix whose columns are the left + singular vectors of the SingularValueDecomposition if computeU was set to be True. + """ + u = self.call("U") + if u is not None: + mat_name = u.getClass().getSimpleName() + if mat_name == "RowMatrix": + return RowMatrix(u) + elif mat_name == "IndexedRowMatrix": + return IndexedRowMatrix(u) + else: + raise TypeError("Expected RowMatrix/IndexedRowMatrix got %s" % mat_name) + + @property + @since('2.2.0') + def s(self): + """ + Returns a DenseVector with singular values in descending order. + """ + return self.call("s") + + @property + @since('2.2.0') + def V(self): + """ + Returns a DenseMatrix whose columns are the right singular + vectors of the SingularValueDecomposition. + """ + return self.call("V") + class IndexedRow(object): """ @@ -528,6 +657,68 @@ class IndexedRowMatrix(DistributedMatrix): colsPerBlock) return BlockMatrix(java_block_matrix, rowsPerBlock, colsPerBlock) + @since('2.2.0') + def computeSVD(self, k, computeU=False, rCond=1e-9): + """ + Computes the singular value decomposition of the IndexedRowMatrix. + + The given row matrix A of dimension (m X n) is decomposed into + U * s * V'T where + + * U: (m X k) (left singular vectors) is a IndexedRowMatrix + whose columns are the eigenvectors of (A X A') + * s: DenseVector consisting of square root of the eigenvalues + (singular values) in descending order. + * v: (n X k) (right singular vectors) is a Matrix whose columns + are the eigenvectors of (A' X A) + + For more specific details on implementation, please refer + the scala documentation. + + :param k: Number of leading singular values to keep (`0 < k <= n`). + It might return less than k if there are numerically zero singular values + or there are not enough Ritz values converged before the maximum number of + Arnoldi update iterations is reached (in case that matrix A is ill-conditioned). + :param computeU: Whether or not to compute U. If set to be + True, then U is computed by A * V * s^-1 + :param rCond: Reciprocal condition number. All singular values + smaller than rCond * s[0] are treated as zero + where s[0] is the largest singular value. + :returns: SingularValueDecomposition object + + >>> rows = [(0, (3, 1, 1)), (1, (-1, 3, 1))] + >>> irm = IndexedRowMatrix(sc.parallelize(rows)) + >>> svd_model = irm.computeSVD(2, True) + >>> svd_model.U.rows.collect() # doctest: +NORMALIZE_WHITESPACE + [IndexedRow(0, [-0.707106781187,0.707106781187]),\ + IndexedRow(1, [-0.707106781187,-0.707106781187])] + >>> svd_model.s + DenseVector([3.4641, 3.1623]) + >>> svd_model.V + DenseMatrix(3, 2, [-0.4082, -0.8165, -0.4082, 0.8944, -0.4472, 0.0], 0) + """ + j_model = self._java_matrix_wrapper.call( + "computeSVD", int(k), bool(computeU), float(rCond)) + return SingularValueDecomposition(j_model) + + @since('2.2.0') + def multiply(self, matrix): + """ + Multiply this matrix by a local dense matrix on the right. + + :param matrix: a local dense matrix whose number of rows must match the number of columns + of this matrix + :returns: :py:class:`IndexedRowMatrix` + + >>> mat = IndexedRowMatrix(sc.parallelize([(0, (0, 1)), (1, (2, 3))])) + >>> mat.multiply(DenseMatrix(2, 2, [0, 2, 1, 3])).rows.collect() + [IndexedRow(0, [2.0,3.0]), IndexedRow(1, [6.0,11.0])] + """ + if not isinstance(matrix, DenseMatrix): + raise ValueError("Only multiplication with DenseMatrix " + "is supported.") + return IndexedRowMatrix(self._java_matrix_wrapper.call("multiply", matrix)) + class MatrixEntry(object): """ diff --git a/python/pyspark/mllib/tests.py b/python/pyspark/mllib/tests.py index 523b3f1113..1037bab7f1 100644 --- a/python/pyspark/mllib/tests.py +++ b/python/pyspark/mllib/tests.py @@ -23,6 +23,7 @@ import os import sys import tempfile import array as pyarray +from math import sqrt from time import time, sleep from shutil import rmtree @@ -54,6 +55,7 @@ from pyspark.mllib.common import _to_java_object_rdd from pyspark.mllib.clustering import StreamingKMeans, StreamingKMeansModel from pyspark.mllib.linalg import Vector, SparseVector, DenseVector, VectorUDT, _convert_to_vector,\ DenseMatrix, SparseMatrix, Vectors, Matrices, MatrixUDT +from pyspark.mllib.linalg.distributed import RowMatrix from pyspark.mllib.classification import StreamingLogisticRegressionWithSGD from pyspark.mllib.recommendation import Rating from pyspark.mllib.regression import LabeledPoint, StreamingLinearRegressionWithSGD @@ -1699,6 +1701,67 @@ class HashingTFTest(MLlibTestCase): ": expected " + str(expected[i]) + ", got " + str(output[i])) +class DimensionalityReductionTests(MLlibTestCase): + + denseData = [ + Vectors.dense([0.0, 1.0, 2.0]), + Vectors.dense([3.0, 4.0, 5.0]), + Vectors.dense([6.0, 7.0, 8.0]), + Vectors.dense([9.0, 0.0, 1.0]) + ] + sparseData = [ + Vectors.sparse(3, [(1, 1.0), (2, 2.0)]), + Vectors.sparse(3, [(0, 3.0), (1, 4.0), (2, 5.0)]), + Vectors.sparse(3, [(0, 6.0), (1, 7.0), (2, 8.0)]), + Vectors.sparse(3, [(0, 9.0), (2, 1.0)]) + ] + + def assertEqualUpToSign(self, vecA, vecB): + eq1 = vecA - vecB + eq2 = vecA + vecB + self.assertTrue(sum(abs(eq1)) < 1e-6 or sum(abs(eq2)) < 1e-6) + + def test_svd(self): + denseMat = RowMatrix(self.sc.parallelize(self.denseData)) + sparseMat = RowMatrix(self.sc.parallelize(self.sparseData)) + m = 4 + n = 3 + for mat in [denseMat, sparseMat]: + for k in range(1, 4): + rm = mat.computeSVD(k, computeU=True) + self.assertEqual(rm.s.size, k) + self.assertEqual(rm.U.numRows(), m) + self.assertEqual(rm.U.numCols(), k) + self.assertEqual(rm.V.numRows, n) + self.assertEqual(rm.V.numCols, k) + + # Test that U returned is None if computeU is set to False. + self.assertEqual(mat.computeSVD(1).U, None) + + # Test that low rank matrices cannot have number of singular values + # greater than a limit. + rm = RowMatrix(self.sc.parallelize(tile([1, 2, 3], (3, 1)))) + self.assertEqual(rm.computeSVD(3, False, 1e-6).s.size, 1) + + def test_pca(self): + expected_pcs = array([ + [0.0, 1.0, 0.0], + [sqrt(2.0) / 2.0, 0.0, sqrt(2.0) / 2.0], + [sqrt(2.0) / 2.0, 0.0, -sqrt(2.0) / 2.0] + ]) + n = 3 + denseMat = RowMatrix(self.sc.parallelize(self.denseData)) + sparseMat = RowMatrix(self.sc.parallelize(self.sparseData)) + for mat in [denseMat, sparseMat]: + for k in range(1, 4): + pcs = mat.computePrincipalComponents(k) + self.assertEqual(pcs.numRows, n) + self.assertEqual(pcs.numCols, k) + + # We can just test the updated principal component for equality. + self.assertEqualUpToSign(pcs.toArray()[:, k - 1], expected_pcs[:, k - 1]) + + if __name__ == "__main__": from pyspark.mllib.tests import * if not _have_scipy: