I’m looking for a fast library to compute SVD (Singular Value Decomposition) in Java.
I have already tried some libs I’ve found and I’ve done some benchmark (the values show the average time of my benchmark run…) It’s not really a valid benchmark, but it was tested on the data I need to process, so enough for me..
- Jama – 152 102ms
- ujmp – 156 603ms
- Commons Math – 183 877ms
- colt – 203 866ms
- jblas – way slower…
I don’t really expect to find something faster than Jama, but I can give it a try… Can you recommend me some other library? Thanks!
edit:
I have found a nice page with benchmark of linear algebra libs, so I guess that concludes this question… EJML looks promising…
I have found this page with benchmark of linear algebra libs, so I guess that concludes this question… EJML looks promising…I have found a nice page with benchmark of linear algebra libs, so I guess that concludes this question… EJML looks really good, it works almost 2x faster than jama on my data…