[ublas] announcement: ublasJama (ublas port of Jama, including SVD and eigenvalue decomposition)

Subject: [ublas] announcement: ublasJama (ublas port of Jama, including SVD and eigenvalue decomposition)
From: Frédéric Devernay (frederic.devernay_at_[hidden])
Date: 2010-04-30 09:48:22

Hi,

I translated Jama to ublas, mainly because I needed SVD. It's not optimal nor generic, but at least it's here. Note that the bug in the Jama SVD was fixed too.

cat flames > /dev/null

Fred

Download it from http://devernay.free.fr/hacks/ublasJama.html

* What is ublasJama?

ublasJama is translation of the public domain Jama (Java Matrix Package) to C++ using boost.ublas for the linear algebra. Jama itself is a Java implementation of algorithms for dense matrices found in LINPACK and EISPACK.

Author of the ublas translation: Frederic Devernay .

Documentation: see the Jama documentation.

Original Authors: see the Jama list of authors.

No optimization of the original code was done, but the functionality is here:

        • Cholesky Decomposition of symmetric, positive definite matrices
        • LU Decomposition (Gaussian elimination) of rectangular matrices
        • QR Decomposition of rectangular matrices
        • Eigenvalue Decomposition of both symmetric and nonsymmetric square matrices
        • Singular Value Decomposition of rectangular matrices
There are two test programs:

        • TestMatrix, in subdirectory test - the original Jama tests, where only the relevant tests were kept.
        • MagicSquareExample, in subdirectory examples