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https://issues.apache.org/jira/browse/MATH-220?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12651374#action_12651374
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Luc Maisonobe commented on MATH-220:
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LU decomposition and QR decomposition have been added some times ago.
Eigen decomposition has been completed today (as of r721203 on MATH_2_0
branch), using the very fast and accurate dqd/dqds algorithms.
The final step is to implement SVD, which would solve this issue and MATH-157
as well. I'm already working on it.
> add JAMA-like API for decomposition algorithms in linear algebra
> ----------------------------------------------------------------
>
> Key: MATH-220
> URL: https://issues.apache.org/jira/browse/MATH-220
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 1.2
> Environment: all
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Fix For: 2.0
>
>
> As discussed in thread http://markmail.org/message/a4d454alexugur2m on the
> commons developers mailing list, it would be interesting to use an API
> similar to the one defined by the now defunct JAMA project
> (http://math.nist.gov/javanumerics/jama/).
> In order to follow current practice in commons-math, this implies creating
> interfaces corresponding to the JAMA classes, and to provide default
> implementations for them.
> The current LU decomposition based solve methods in RealMatrixImpl should be
> removed and replaced by the various sovle implementations provided by all the
> decomposition algorithms (LU, QR ...).
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