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https://issues.apache.org/jira/browse/MATH-1390?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Rob Tompkins updated MATH-1390:
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Fix Version/s: (was: 3.7)
> 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
> Labels: performance
> Fix For: 4.0
>
> Original Estimate: 6h
> Remaining Estimate: 6h
>
> 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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