State of the art SVD Algorithm ------------------------------ Key: MATH-355 URL: https://issues.apache.org/jira/browse/MATH-355 Project: Commons Math Issue Type: Improvement Reporter: Bruce A Johnson
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. - You can reply to this email to add a comment to the issue online.