[jira] Updated: (MATH-355) State of the art SVD Algorithm

["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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