[MATH-220] add JAMA-like API for decomposition algorithms in linear algebra

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 1.2
• Fix Version/s: 2.0

Environment

all

• Assignee: Luc Maisonobe
• Reporter: Luc Maisonobe
• Created: 19/Aug/08 20:53
• Updated: 23/Apr/09 02:26
• Resolved: 05/Dec/08 00:09

Description

As discussed in thread http://markmail.org/message/a4d454alexugur2m on the commons developers mailing list, it would be interesting to use an API similar to the one defined by the now defunct JAMA project (http://math.nist.gov/javanumerics/jama/).

In order to follow current practice in commons-math, this implies creating interfaces corresponding to the JAMA classes, and to provide default implementations for them.

The current LU decomposition based solve methods in RealMatrixImpl should be removed and replaced by the various sovle implementations provided by all the decomposition algorithms (LU, QR ...).

Issue Links

• incorporates: MATH-157 Add support for SVD.