Distributed Stochastic PCA decomposition algorithm.
Distributed Stochastic PCA decomposition algorithm. A logical reflow of the "SSVD-PCA options.pdf" document of the MAHOUT-817.
input matrix A
request SSVD rank
oversampling parameter
number of power iterations (hint: use either 0 or 1)
(U,V,s). Note that U, V are non-checkpointed matrices (i.e. one needs to actually use them e.g. save them to hdfs in order to trigger their computation.