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

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From: Jim Sculley
Date: Sat, 19 Jun 2004 19:51

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David Johnson wrote:
> 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.

JAMA has an SVD implementation.

http://math.nist.gov/javanumerics/jama/doc/

I cannot comment on its performance, only its existence.

Jim S.
-- 
Remove my extraneous mandibular appendages to reply via email.

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