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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Commented] (MATH-611) A fast and stable SVD implementation from JAMA
Date Wed, 13 Jul 2011 17:09:01 GMT


Luc Maisonobe commented on MATH-611:

This looks good to me.
Many, many thanks for this much needed patch!

My only minor comment would be to replace the two occurrences of
        double eps = FastMath.pow(2.0, -52.0);
and one occurrence of
        double tiny = FastMath.pow(2.0, -966.0);

by static constants initialized using the power of two literal notation:

private static final EPS  = 0x1.0p-52;
private static final TINY = 0x1.0p-966;

We should have looked back at JAMA earlier. We only used the principles of the API (using
interfaces and extended it slightly), but not using the code was a mistake I should probably
be blamed for.

Mikkel, do you want to commit this ?

> A fast and stable SVD implementation from JAMA
> ----------------------------------------------
>                 Key: MATH-611
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0, Nightly Builds
>            Reporter: Christopher Nix
>              Labels: patch
>             Fix For: 3.0, Nightly Builds
>         Attachments:, SingularValueDecompositionImpl.patch
> Common numerical stability issues with the current SVD implementation, ie MATH-327, MATH-383,
MATH-465, MATH-583 can all be solved by co-opting JAMA code that is within the public domain.

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