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From Phil Steitz <p...@steitz.com>
Subject Re: [math] sparse algebra
Date Wed, 31 Mar 2004 16:59:11 GMT
Pierre Auslander wrote:
> Gents,
> 
> would it be of any interest to contribute sparse matrices (with iterative 
> decomposition, solvers, etc.) to commons.math?
> 
> Some time ago I've implemented such a library in C++, using iterative 
> algorithms. It allowed us to handle very large sparse matrices (e.g. 100'000 
> by 100'000 correlation matrices used in risk management) in record space and 
> time. I need now a Java version and think of translating the library and 
> possibly contributing it to jakarta/commons.
> 

I think that this would make a good addition to commons-math (post 1.0).

Phil




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