快速SVD算法 [英] fast SVD algorithm
问题描述
我在找一个快库来进行SVD（奇异值分解）在Java中。 我已经尝试了一些库，我发现，我已经做了一些基准测试（该值显示我的基准测试运行的平均时间......），这不是一个真正的有效的指标，但它在我需要处理的数据进行测试，所以对我来说足够。
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...
我真的不希望找到的东西比贾马快，但我可以给它一个尝试......你能推荐我一些其他的库？谢谢！
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!
编辑：
我发现href="http://$c$c.google.com/p/java-matrix-benchmark/" rel="nofollow">不错页面与线性代数库基准一个
edit: I have found a nice page with benchmark of linear algebra libs, so I guess that concludes this question... EJML looks promising...
推荐答案
我发现的这个页面的线性代数库基准的，所以我想这最后这个问题... EJML看起来很有希望......我发现用线性代数库基准一个不错的网页，所以我想这结束这个问题...... EJML 看起来非常好，它的工作原理几乎2倍比JAMA上的我的数据速度更快...
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...
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