State of the art SVD Algorithm
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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
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