Java Class for SVD of large sparse matrix (say 50,000 x 50,000) ?

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From: David Johnson
Date: Sat, 19 Jun 2004 12:59

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Hello,

What I am after is a GNU or similarly licensed class that will perform
Singular Value Decomposition on fairly large matrices (I'm experimenting
with Latent Semantic Analysis).

The Matrix Toolkit for Java (MTJ) http://www.math.uib.no/~bjornoh/mtj/ has a
SVD function, but that only seems to work up to about 1000 x 1000 elements
(with ~1GB RAM).  The Sparse Matrix Toolkit (SMT)
http://www.math.uib.no/~bjornoh/mtj/smt/ sounds promising, but hasn't got
SVD as a method.

You may have already guessed that linear algebra isn't my strong point!  Any
relevant pointers appreciated.

Thanks,
Dave.

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From: "David Johnson" <someone@microsoft.com>
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Subject: Java Class for SVD of large sparse matrix (say 50,000 x 50,000) ?
Date: Sat, 19 Jun 2004 22:59:37 +1000
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