Wilhelm Burger created MATH-1390:
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Summary: LUDecomposition slow on larger matrices
Key: MATH-1390
URL: https://issues.apache.org/jira/browse/MATH-1390
Project: Commons Math
Issue Type: Improvement
Affects Versions: 4.0, 3.7
Reporter: Wilhelm Burger
Priority: Minor
Fix For: 4.0, 3.7
Commons-math LUDecomposition runs ca. 10 times slower than the original
(referenced) JAMA implementation for a matrix of size 1600 x 1600, slowdown is
noticable above size 750 x 750, regardless of matrix type.
It is suggested to revert to the proven (and fast) JAMA implementation and
overhaul the LUDecomposition class (and related classes) in the 'linear'
package.
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