Matrix Algebra support

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Robert M. Gary - 11 Nov 2005 22:27 GMT

I want to be able to multiply 2d integer arrays as well as invert them
for some matrix algebra calculations that my financial modeling
requires. I could write these routines myself but wondering if
something already exists out there. Are there any matrix algebra
packages available.

-Robert

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Jim Korman - 11 Nov 2005 22:43 GMT

>I want to be able to multiply 2d integer arrays as well as invert them
>for some matrix algebra calculations that my financial modeling
[quoted text clipped - 3 lines]
>
>-Robert

Google is our friend.....

Second hit using {java matrix library}

http://math.nist.gov/javanumerics/jama/

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Robert M. Gary - 11 Nov 2005 23:08 GMT

Cool. I was hoping to get some feedback on what people's experiences
were with different packages they may have used too.

-Robert

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Jim Korman - 12 Nov 2005 02:23 GMT

>Cool. I was hoping to get some feedback on what people's experiences
>were with different packages they may have used too.
>
>-Robert

Robert, Haven't tried this package yet! But it looks good.
Also note that this is NIST "product". Such things are usually
pretty good.

Jim

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Googmeister - 12 Nov 2005 13:49 GMT

> >Cool. I was hoping to get some feedback on what people's experiences
> >were with different packages they may have used too.
[quoted text clipped - 4 lines]
> Also note that this is NIST "product". Such things are usually
> pretty good.

Iv'e used the NIST/Mathworks product known as JAMA, and
was quite happy with it. It implements the de factor standard
numerical linear algebra algorithms from LINPACK and EISPACK.
JAMA is probably not as optimized (for speed) as its
FORTRAN and MATLAB competitors, but the code should
be rock solid.

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Matrix Algebra support

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