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From "Bruce A Johnson (JIRA)" <>
Subject [jira] Commented: (MATH-355) State of the art SVD Algorithm
Date Sun, 23 May 2010 14:17:20 GMT


Bruce A Johnson commented on MATH-355:

Wish list is OK with me, though I'd love to see it implemented.  I added it because it seemed
an important enough advance that it ought to be noted somewhere in Commons Math project so
developers were aware of it.  Unfortunately, I have at present, neither the time, nor probably
the expertise, to implement it.


> State of the art SVD Algorithm
> ------------------------------
>                 Key: MATH-355
>                 URL:
>             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
> News article on the new algorithm:
> Manuscripts on the new algorithm:
> Implementation in LAPACK 3.2.1
> dgesvj.f 

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