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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-355) State of the art SVD Algorithm
Date Tue, 14 Jun 2011 17:47:47 GMT

    [ https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13049305#comment-13049305
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Luc Maisonobe commented on MATH-355:
------------------------------------

I didn't read the algorithm yet. However, I think any step forward to have at least a stable
SVD implementation is a good thing. Also Jacobi rotation and LQ-factorization are probably
interesting on their own.

> 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 

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