Daniela Kolarova a écrit :
> Hello All,
>
> I am interested in the develoment of the linear algebra subpackage of the
> commons-math project. Can someone give me infomation on the current state of
> the package and the TODO lists, plannings for the near future?
That's great, thanks for your interest.
The package has been recently vastly improved for the upcoming 2.0
version. You can find the current in the subversion repository in trunk.
For now, the package has the following features:
- Real dense matrices with two different layouts (straightforward
double[][] array for simple cases and blocks layout for cache
efficiency with large matrices)
- Big decimal real matrices
- Real sparse matrices
- Real dense vectors
- Real sparse vectors
- decomposition algorithms
- Cholesky
- LU
- QR
- eigen decomposition
- singular value decomposition
- exact and least square solvers for AX=B using the previous
decomposition algorithms
Features that can be improved or added are:
- sparse matrices multiplication is not efficient
(see http://issues.apache.org/jira/browse/MATH-248)
- eigen decomposition is currently limited to symmetric matrices
(see http://issues.apache.org/jira/browse/MATH-235)
- the decomposition algorithms should be also provided in an
additional version supporting some new Field class for elements
(see http://markmail.org/thread/h2rmq6wo7nwqzx4w)
- the singular value decomposition uses only the lower level parts of
the very efficient MRRR algorithm (i.e. the dqd/dqds algorithms), it
should implement the complete algorithm
- an attempt to use recursive layout with variable size blocks for
matrices to improve again DenseRealMatrix has been made but failed,
the speed improvement was poor (less than 5% and only for quite large
matrices) and the class is not completed (see
http://markmail.org/message/nol6a3efb56zb5yk)
- LU decomposition is not optimized at all, it could probably be
improved by taking care of cache or using block algorithms (see
http://www.tau.ac.il/~stoledo/Pubs/lu.ps.gz)
Luc
>
> Thanks in advance!
>
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