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From Eric Barnhill <ericbarnh...@gmail.com>
Subject Re: [Math] Re: LU decomposition very SLOW (commons.math3.linear)
Date Sat, 29 Oct 2016 11:43:43 GMT
Hi Wilbur,

That is strange that such a basic technique appears to be at odds with best
practices, especially when said best practice is out of numerical recipes,
which has such broad authority.

I think you would be welcome to push the change if you were interested to
and your contribution would be welcome.

Thank you also for citing the smile library. That appears to be an
extraordinarily rich Java library. It is a good example of why projects
need active, interested, expert maintainers; if code is not maintained by
such a person it is generally quickly surpassed by other code elsewhere.

Best,
Eric
Well, I tried the same with "Array2DRowRealMatrix" but it made no difference
at all.

Meanwhile I cloned the CM snapshot and checked the source code. The authors
of the "LUDecomposition" class state that their code "is based on the class
with similar name from the JAMA library" but this seems not the case! The
Jama implementation is quite different -- actually the same as the alternate
(Num. Recipes) implementation I had supplied earlier (and also runs at the
expected speed)!

So, whatever the reason was to abandon the JAMA version, the current Commons
Math implementation is certainly much inferior in terms of performance.
Which is astonishing given the popularity of this method.

Will ask the "dev" mailing list, as suggested ...

Thanks,
Wilhelm





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