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https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12870403#action_12870403
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Bruce A Johnson commented on MATH-355:
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Wish list is OK with me, though I'd love to see it implemented. I added it
because it seemed an important enough advance that it ought to be noted
somewhere in Commons Math project so developers were aware of it.
Unfortunately, I have at present, neither the time, nor probably the expertise,
to implement it.
Bruce
> State of the art SVD Algorithm
> ------------------------------
>
> Key: MATH-355
> URL: https://issues.apache.org/jira/browse/MATH-355
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 2.0, 2.1
> 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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