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madlib's Issues

Add convergence check to SVD's for Lanczos Bidiagonalization.

MADlib's SVD implementation currently does not have a convergence check from one iteration to the next of the Lanczos Bidiagonalization algorithm (the irlba implementation in R, does have this check).

As a result, if the user does not provide the number of iterations as input, MADlib SVD will chug through upto a maximum of 5000 iterations before returning the results, this might make the user believe that the algorithm has stalled esp. on large matrices, while running on a single machine (like Postgres).

Add convergence check to SVD for Lanczos Bidiagonalization.

MADlib's SVD implementation currently does not have a convergence check from one iteration to the next of the Lanczos Bidiagonalization algorithm (the irlba implementation in R, does have this check).

As a result, if the user does not provide the number of iterations as input, MADlib SVD will chug through upto a maximum of 5000 iterations before returning the results, this might make the user believe that the algorithm has stalled esp. on large matrices, while running on a single machine (like Postgres).

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