[MATH-355] State of the art SVD Algorithm

• Type: Improvement
• Status: Resolved
• Priority: Minor
• Resolution: Not A Problem
• Affects Version/s: 2.0, 2.1
• Labels: svd
• Assignee: Unassigned
• Reporter: Brady Allen Johnson
• Created: 19/Mar/10 18:00
• Updated: 23/Apr/16 03:08
• Resolved: 23/Apr/16 03:08

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