commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Christopher Nix (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-355) State of the art SVD Algorithm
Date Tue, 14 Jun 2011 17:23:47 GMT

    [ https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13049291#comment-13049291
] 

Christopher Nix commented on MATH-355:
--------------------------------------

I've been having a think about this, though I'm far from an expert. 

My understanding is as follows: The implementation in question applies the Jacobi method to
a matrix that has been pre-conditioned by QR-decomposition (with perhaps an additional LQ-factorisation
of the resulting R factor).  This gains a good start to the Jacobi method by localizing the
Frobenius norm close to the diagonal.  

There are some clever steps in the analysis of the intermediate matrices as the Jacobi method
converges that I don't yet understand.  However, as a starter, it seems that an implementation
of a Jacobi rotation and LQ-factorisation would be useful.  

I will gladly have a crack at these parts, since I can't spot anything sufficient within the
package at this time to do these things.  

Any comments?

Chris

> 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
>              Labels: svd
>             Fix For: 3.0
>
>
> 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 

--
This message is automatically generated by JIRA.
For more information on JIRA, see: http://www.atlassian.com/software/jira

        

Mime
View raw message