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
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
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