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https://issues.apache.org/jira/browse/MATH-355?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13068387#comment-13068387
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Bruce A Johnson commented on MATH-355:
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I would consider the issue of having a good SVD algorithm in Commons Math
solved by MATH-611 so this issue shouldn't hold up a 3.0 release. Longer term
it may still be desirable to have the Jacobi based method present. I'm curious
how far Christopher Nix got in implementing it.
> 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
> Labels: svd
> Fix For: 3.0
>
>
> 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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