Distributed Processing

Algorithm Parameters

The SVD algorithm in the distributed processing mode has the following parameters:

Parameter	Default Value	Description
computeStep	Not applicable	The parameter required to initialize the algorithm. Can be: step1Local - the first step, performed on local nodes step2Master - the second step, performed on a master node step3Local - the final step, performed on local nodes
algorithmFPType	double	The floating-point type that the algorithm uses for intermediate computations. Can be float or double.
method	defaultDense	Performance-oriented computation method, the only method supported by the algorithm.
leftSingularMatrix	requiredInPackedForm	Specifies whether the matrix of left singular vectors is required. Can be: notRequired - the matrix is not required requiredInPackedForm - the matrix in the packed format is required.
rightSingularMatrix	requiredInPackedForm	Specifies whether the matrix of right singular vectors is required. Can be: notRequired - the matrix is not required requiredInPackedForm - the matrix in the packed format is required.

Use the three-step computation schema to compute SVD:

Step 1 - on Local Nodes

SVD Distributed Processing Workflow Step 1

In this step, SVD accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.

Input ID	Input
data	Pointer to the `n`_i x `p` numeric table that represents the `i`-th data block on the local node. Note that each data block must have sufficient size: `n`_i > `p`. The input can be an object of any class derived from NumericTable.

In this step, SVD calculates the results described below. Pass the Partial Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.

Partial Result ID	Result
outputOfStep1ForStep2	A collection that contains numeric tables each with the partial result to transmit to the master node for Step 2. By default, these tables are objects of the HomogenNumericTable class, but you can define them as objects of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.
outputOfStep1ForStep3	A collection that contains numeric tables each with the partial result to keep on the local node for Step 3. By default, these tables are objects of the HomogenNumericTable class, but you can define them as objects of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.

Step 2 - on Master Node

SVD Distributed Processing Workflow Step 2

In this step, SVD accepts the input from each local node described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.

Input ID	Input
inputOfStep2FromStep1	A collection that contains results computed in Step 1 on local nodes (outputOfStep1ForStep2). The collection can contain objects of any class derived from NumericTable except the PackedSymmetricMatrix class and PackedTriangularMatrix class with the lowerPackedTriangularMatrix layout.
key	A key, a number of type int. Keys enable tracking the order in which partial results from Step 1 (inputOfStep2FromStep1) come to the master node, so that the partial results computed in Step 2 (outputOfStep2ForStep3) can be delivered back to local nodes in exactly the same order.

In this step, SVD calculates the results described below. Pass the Partial Result ID or Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.

Partial Result ID	Result
outputOfStep2ForStep3	A collection that contains numeric tables to be split across local nodes to compute left singular vectors. Set to NULL if you do not need left singular vectors. By default, these tables are objects of the HomogenNumericTable class, but you can define them as objects of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.
Result ID	Result
singularValues	Pointer to the 1 x `p` numeric table with singular values (the diagonal of the matrix Σ). By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.
rightSingularMatrix	Pointer to the `p` x `p` numeric table with right singular vectors (matrix `V`). Pass NULL if right singular vectors are not required. By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.

Step 3 - on Local Nodes

SVD Distributed Processing Workflow Step 3

In this step, SVD accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.

Input ID	Input
inputOfStep3FromStep1	A collection that contains results computed in Step 1 on local nodes (outputOfStep1ForStep3). The collection can contain objects of any class derived from NumericTable except the PackedSymmetricMatrix and PackedTriangularMatrix.
inputOfStep3FromStep2	A collection that contains results computed in Step 2 on local nodes (outputOfStep2ForStep3). The collection can contain objects of any class derived from NumericTable except PackedSymmetricMatrix and PackedTriangularMatrix.

In this step, SVD calculates the results described below. Pass the Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.

Result ID	Result
leftSingularMatrix	Pointer to the `n` x `p` numeric table with left singular vectors (matrix `U`). Pass NULL if left singular vectors are not required. By default, this result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable except PackedSymmetricMatrix, PackedTriangularMatrix, and CSRNumericTable.

Examples

C++: svd_distributed.cpp

Java*: SVDDistributed.java