This is ublasJama 1.0.3.0, based on Jama 1.0.3

ublasJama is translation of the public domain Jama (Java Matrix Package http://math.nist.gov/javanumerics/jama/ or http://web.archive.org/web/20130915073759/http://math.nist.gov/javanumerics/jama/) 1.0.3 to C++ using boost.ublas for the linear algebra.

Author of the ublas translation: Frederic Devernay frederic.devernay@m4x.org Homepage: http://devernay.free.fr/hacks/ublasJama/

Documentation: see the Jama documentation http://math.nist.gov/javanumerics/jama/doc/ or http://web.archive.org/web/20130221173516/http://math.nist.gov/javanumerics/jama/doc/.

Original Authors: see the Jama list of authors http://math.nist.gov/javanumerics/jama/#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

Changes since ublasJama 1.0.3.0:

• rebase on Jama 1.0.3, which incorporates my fix for EigenvalueDecomposition (see below)
• cleaned up javadoc documentation

Changes since ublasJama 1.0.2.4:

• add force_symmetric parameter to Eigenvalue decomposition, to force decomposition type

Changes since ublasJama 1.0.2.3:

• templatize EigenValueDecomposition
• better template parameters (allow row_major and column_major matrices)

Changes since ublasJama 1.0.2.2:

• from http://ojalgo.org/generated/org/ojalgo/matrix/jama/package-summary.html:
• "The getL() and getU() methods of the LU decomposition should be modified. Introduce a new parameter d that is the minimum of m and n. Use that to set the column dimension of L and the row dimension of U."
• Add a method isSymmetric() that exposes the already existing field issymmetric in the EigenvalueDecomposition class.
• Check for bug http://cio.nist.gov/esd/emaildir/lists/jama/msg01528.html http://web.archive.org/web/20111017044046/http://cio.nist.gov/esd/emaildir/lists/jama/msg01528.html (bug was not present)
• check for bug http://cio.nist.gov/esd/emaildir/lists/jama/msg01525.html http://web.archive.org/web/20111017042015/http://cio.nist.gov/esd/emaildir/lists/jama/msg01525.html (bug was present and is fixed in EigenvalueDecomposition.cpp - see README-Eigenbug.txt for an explanation)

Changes since ublasJama 1.0.2.1:

• applied fixes and enhancements to SVD, based on Jama fixes by by Andreas Kyrmegalos:
  • explanation: http://cio.nist.gov/esd/emaildir/lists/jama/msg01430.html http://web.archive.org/web/20111018002939/http://cio.nist.gov/esd/emaildir/lists/jama/msg01430.html
  • final version: http://cio.nist.gov/esd/emaildir/lists/jama/msg01431.html http://web.archive.org/web/20111018003027/http://cio.nist.gov/esd/emaildir/lists/jama/msg01431.html

Changes since ublasJama 1.0.2.0:

• fix two bugs in SVD (the ublas matrix constructor doesn't init elts)