[
https://issues.apache.org/jira/browse/MATH-611?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13064704#comment-13064704
]
Luc Maisonobe commented on MATH-611:
------------------------------------
This looks good to me.
Many, many thanks for this much needed patch!
My only minor comment would be to replace the two occurrences of
double eps = FastMath.pow(2.0, -52.0);
and one occurrence of
double tiny = FastMath.pow(2.0, -966.0);
by static constants initialized using the power of two literal notation:
private static final EPS = 0x1.0p-52;
private static final TINY = 0x1.0p-966;
We should have looked back at JAMA earlier. We only used the principles of the
API (using interfaces and extended it slightly), but not using the code was a
mistake I should probably be blamed for.
Mikkel, do you want to commit this ?
> A fast and stable SVD implementation from JAMA
> ----------------------------------------------
>
> Key: MATH-611
> URL: https://issues.apache.org/jira/browse/MATH-611
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0, Nightly Builds
> Reporter: Christopher Nix
> Labels: patch
> Fix For: 3.0, Nightly Builds
>
> Attachments: SingularValueDecompositionImpl.java,
> SingularValueDecompositionImpl.patch
>
>
> Common numerical stability issues with the current SVD implementation, ie
> MATH-327, MATH-383, MATH-465, MATH-583 can all be solved by co-opting JAMA
> code that is within the public domain.
--
This message is automatically generated by JIRA.
For more information on JIRA, see: http://www.atlassian.com/software/jira
