[jira] Commented: (MATH-220) add JAMA-like API for decomposition algorithms in linear algebra

["Luc Maisonobe (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-220?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12651374#action_12651374 ] 

Luc Maisonobe commented on MATH-220:
------------------------------------

LU decomposition and QR decomposition have been added some times ago.
Eigen decomposition has been completed today (as of r721203 on MATH_2_0 branch), using the very fast and accurate dqd/dqds algorithms.
The final step is to implement SVD, which would solve this issue and MATH-157 as well. I'm already working on it.

> add JAMA-like API for decomposition algorithms in linear algebra
> ----------------------------------------------------------------
>
>                 Key: MATH-220
>                 URL: https://issues.apache.org/jira/browse/MATH-220
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 1.2
>         Environment: all
>            Reporter: Luc Maisonobe
>            Assignee: Luc Maisonobe
>             Fix For: 2.0
>
>
> 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 ...).

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