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Author: luc
Date: Thu Nov 27 15:50:42 2008 UTC (15 years, 11 months ago)
Changed paths: 6
Log Message:
completed implementation of EigenDecompositionImpl.
The implementation is now based on the very fast and accurate dqd/dqds algorithm.
It is faster than Jama for all dimensions and speed gain increases with dimensions.
The gain is about 30% below dimension 100, about 50% around dimension 250 and about
65% for dimensions around 700.
It is also possible to compute only eigenvalues (and hence saving computation of
eigenvectors, thus even increasing the speed gain).
JIRA: MATH-220

Changed paths

Path Details
Directorycommons/proper/math/branches/MATH_2_0/NOTICE.txt modified , text changed
Directorycommons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/EigenDecompositionImpl.java modified , text changed
Directorycommons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml modified , text changed
Directorycommons/proper/math/branches/MATH_2_0/src/site/xdoc/userguide/linear.xml modified , text changed
Directorycommons/proper/math/branches/MATH_2_0/src/site/xdoc/userguide/overview.xml modified , text changed
Directorycommons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/EigenDecompositionImplTest.java modified , text changed

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