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From "Bruce A Johnson (JIRA)" <>
Subject [jira] [Commented] (MATH-355) State of the art SVD Algorithm
Date Wed, 20 Jul 2011 14:00:59 GMT


Bruce A Johnson commented on MATH-355:

I would consider the issue of having a good SVD algorithm in Commons Math solved by MATH-611
so this issue shouldn't hold up a 3.0 release.  Longer term it may still be desirable to have
the Jacobi based method present.  I'm curious how far Christopher Nix got in implementing

> 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
>              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
> News article on the new algorithm:
> Manuscripts on the new algorithm:
> Implementation in LAPACK 3.2.1
> dgesvj.f 

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