Re: [ojAlgo-user] New SVD-implementation

[Anders P. <an...@op...>]

Compared to Jama (highly preliminary)

1,000x1,000: Jama is 3-4 times faster
100,000x100: ojAlgo is 5-6 times faster

Actually I'm quite surprised about this. I didn't expect ojAlgo to be  
faster than Jama in any case. The ojAlgo-SVD is a very high-level  
implementation (look at the source code, it's very simple). I guess  
that means the underlying code is efficient.

Jama is "more correct" since ojAlgo does not yet order the singular  
values in the usual way (and even leaves negative values). This will  
of course some how be addressed.

ojAlgo-SVD uses Jacobi rotations because that will allow a multi- 
threaded algorithm. The algorithm is not yet multi-threaded. When it  
is; I expect it will be much faster with large matrices (provided  
there is more than one CPU available).

/Anders

On 5 dec 2007, at 10.09, Anders Peterson wrote:

> Is anyone interested in testing the new SVD-algorithm that will be  
> included in the next release?
>
> It's already in CVS... In particular I'd like it if someone could  
> help me test the ComplexNumber version - it can handle BigDecimal,  
> ComplexNumber and double.
>
> The plan is to release the next/new version some time soon after  
> New Year.
>
> /Anders
>
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