I don’t know what is proper etiquette — if I should split this into two questions (one about Linear Algebra, one about Convex Optimization), please let me know.
I’m interested in:
(1) what library should I use for Linear Algebra in Java?
(2) what library should I use for convex optimization in Java?
(3) what benchmarks do we have for java libraries vs C libraries
Please note, although Java specifies platform independent floating point representation (which I believe makes things much slower) — I’m willing to sacrifice that. It’s okay for me if, on different platforms, my Java floating point ends up getting different values.
Thanks!
For convex Optimization , there is already one link here:
mathematical optimization library for Java — free or open source recommendations?
For Liner ALgebra, you can use Colt
http://acs.lbl.gov/software/colt/
Hope this will help you