I need to perform these three steps: - Find the inverse of a square symmetric matrix - Multiply the result with another square symmetric matrix - Finally, find the eigenvectors and eigenvalues of the resultant matrix
The python code:
S_i = np.linalg.inv(S1)
S_m = S_i*S2
evector, evalue = np.linalg.eig(S_m)
Is there an existing implementation of these steps in the Hadoop Map-Reduce framework?
I know about the SVD implementation in Mahout, and the inverse of a matrix can be computed using SVD provided there's an efficient multiplication implementation in Hadoop. Further, I could not find any eigenvector computation implementation for Hadoop.
Any suggestion/pointers will be helpful.