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
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...
解决方案
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...