[jira] [Commented] (MATH-611) A fast and stable SVD implementation from JAMA

["Mikkel Meyer Andersen (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-611?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13060433#comment-13060433 ] 

Mikkel Meyer Andersen commented on MATH-611:
--------------------------------------------

Thanks a lot for adding this. I think that we should document in the comments to the code that it is based on JAMA. 

We could maybe also contact JAMA and inform about our considerations of adopting/using the code. I can see that the last version is from 2005, but bugs might still be reported, and it would be great to benefit from this. And users of JAMA might also benefit from future improvements made by us.

Have you made any comparison with the existing in regards to speed?

Cheers, Mikkel.

> A fast and stable SVD implementation from JAMA
> ----------------------------------------------
>
>                 Key: MATH-611
>                 URL: https://issues.apache.org/jira/browse/MATH-611
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0, Nightly Builds
>            Reporter: Christopher Nix
>              Labels: patch
>             Fix For: 3.0, Nightly Builds
>
>         Attachments: SingularValueDecompositionImpl.java
>
>
> Common numerical stability issues with the current SVD implementation, ie MATH-327, MATH-383, MATH-465, MATH-583 can all be solved by co-opting JAMA code that is within the public domain.

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