Numerical Computing

Use Native BLAS/LAPACK in Apache Spark

The warning messages are often displayed when you use MLlib in Apache Spark. It means native BLAS implementations are not rightly installed or configured for your Apache Spark. A pure Java implementation is used which could harm the performance.

Linear Sparse Solvers

Recently I have to accelerate my last code and most of time are spent on solving linear sparse systems. Since my coefficient matrix is a symmetric positive definite matrix (s.p.d.), I always use CHOLMOD. But its performance cannot reach my requirement, I tried to search another better solver.

Quick Start With Suitesparse for Linear Sparse Solver

Download, compile and install gotoBLAS2 (NOTE: With new CPU, it may have errors when compiling. We can get solutions by searching the errors information online).