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Posted to issues@commons.apache.org by "Bruce A Johnson (JIRA)" <ji...@apache.org> on 2010/03/19 19:00:28 UTC
[jira] Created: (MATH-355) State of the art SVD Algorithm
State of the art SVD Algorithm
------------------------------
Key: MATH-355
URL: https://issues.apache.org/jira/browse/MATH-355
Project: Commons Math
Issue Type: Improvement
Reporter: Bruce A Johnson
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
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[jira] Commented: (MATH-355) State of the art SVD Algorithm
Posted by "Bruce A Johnson (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12870403#action_12870403 ]
Bruce A Johnson commented on MATH-355:
--------------------------------------
Wish list is OK with me, though I'd love to see it implemented. I added it because it seemed an important enough advance that it ought to be noted somewhere in Commons Math project so developers were aware of it. Unfortunately, I have at present, neither the time, nor probably the expertise, to implement it.
Bruce
> State of the art SVD Algorithm
> ------------------------------
>
> Key: MATH-355
> URL: https://issues.apache.org/jira/browse/MATH-355
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1
> Reporter: Bruce A Johnson
>
> 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
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[jira] Updated: (MATH-355) State of the art SVD Algorithm
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz updated MATH-355:
-----------------------------
Affects Version/s: 2.1
2.0
Anyone interested in implementing this? Should we move this to the wishlist?
> State of the art SVD Algorithm
> ------------------------------
>
> Key: MATH-355
> URL: https://issues.apache.org/jira/browse/MATH-355
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1
> Reporter: Bruce A Johnson
>
> 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
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[jira] Updated: (MATH-355) State of the art SVD Algorithm
Posted by "Luc Maisonobe (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe updated MATH-355:
-------------------------------
Fix Version/s: 3.0
> State of the art SVD Algorithm
> ------------------------------
>
> Key: MATH-355
> URL: https://issues.apache.org/jira/browse/MATH-355
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1
> Reporter: Bruce A Johnson
> Fix For: 3.0
>
>
> 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
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