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From "Bruce A Johnson (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-355) State of the art SVD Algorithm
Date Fri, 19 Mar 2010 18:00:28 GMT
State of the art SVD Algorithm
------------------------------

                 Key: MATH-355
                 URL: https://issues.apache.org/jira/browse/MATH-355
             Project: Commons Math
          Issue Type: Improvement
            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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