Details

Type: Improvement

Status: Resolved

Priority: Minor

Resolution: Not A Problem

Affects Version/s: 2.0, 2.1

Fix Version/s: None

Labels:
Description
There has been a lot of recent activity on the SVD algorithm for Commons Math. The SVD has also been in the news lately because of the development of a new algorithm that is both faster and more accurate than previous algorithms. Given the importance of the SVD in many applications it would be useful to have a Java implementation of this new algorithm in Commons Math.
News article on the new algorithm:
http://www.siam.org/pdf/news/1696.pdf
Manuscripts on the new algorithm:
http://www.netlib.org/lapack/lawnspdf/lawn169.pdf
http://www.netlib.org/lapack/lawnspdf/lawn170.pdf
Implementation in LAPACK 3.2.1
dgesvj.f
IIUC, the conclusion from the comments on this page is that CM contains a good enough implementation.