快速SVD算法(fast SVD algorithm)

快速SVD算法(fast SVD algorithm)

我正在寻找一个快速库来计算Java中的SVD（奇异值分解）。 我已经尝试了一些我发现的库，并且我已经做了一些基准测试（值显示了我的基准测试运行的平均时间......）它不是真正有效的基准测试，但是我测试了我需要处理的数据，对我来说够了..

Jama - 152 102ms ujmp - 156 603ms Commons Math - 183 877ms 小马 - 203 866ms jblas - 慢一点......

我真的不希望找到比贾特更快的东西，但我可以尝试一下......你能推荐我一些其他的图书馆吗？ 谢谢！

编辑：我找到了一个很好的页面，其中包含线性代数库的基准，所以我想结束这个问题... EJML看起来很有希望......

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...

最满意答案

你试过LAPACK吗？ 有关更多信息，请访问此处： http ： //en.wikipedia.org/wiki/LAPACK

由于您需要本机java库，请尝试使用netlib： http ： //code.google.com/p/netlib-java/ 。

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...