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Posted to issues@commons.apache.org by "Phil Steitz (JIRA)" <ji...@apache.org> on 2010/05/23 16:03:16 UTC
[jira] Updated: (MATH-355) State of the art SVD Algorithm
[ 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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