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Linear Algebra

ojAlgo is a "high performance" multi-threaded feature-complete linear algebra package. It sports two implementation layers; BasicMatrix (higher/application level interface) and MatrixStore/PhysicalStore (lower/algorithm level interface) and supports three element types: double, BigDecimal and ComplexNumber. Further ojAlgo incorporates an unmodified copy/version of JAMA (implementing both the BasicMatrix and PhysicalStore interfaces).

double
BigDecimal

The table below shows that ojAlgo contains the most common matrix decompositions, and that most of them are also available for BigDecimal and ComplexNumber elements.

double
BigDecimal
Y
Y
Y
Y
Y
Y
Eigenvalue (symmetric/hermitian)
Y
Y
Y
Eigenvalue (general)
Y
N
N
Y
Y
Y
Y
Y
Y
Y
Y
Y
Y
N
N
Y
Y
Y
Y
Y
Y

High Performance


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