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I have to implement sparse matrix and do some decompositions like Cholesky Decomposition, LU Decomposition, QR Decomposition on it.
Actually I found a library called JAMA which is capable of doing this for dense matrix.
But I have to implement sparse matrix.
Can any one share their experience implementing sparse matrix or is there any library to implement it.
Have you had a look at Colt or Matrix-Toolkits-Java? These may help you out.