Efficient Java Matrix Library
| Original author(s) | Peter Abeles |
|---|---|
| Stable release |
0.28
/ August 9, 2015 |
| Operating system | Cross-platform |
| Type | Library |
| License | Apache_License |
| Website |
ejml |
Efficient Java Matrix Library (EJML) is a Java linear algebra library for manipulating dense matrices. Its design goals are; 1) to be as computationally and memory efficient as possible for both small and large matrices, and 2) to be accessible to both novices and experts. EJML is free, written in 100% Java and has been released under the Apache v2.0 license.
EJML has three distinct ways to interact with it: 1) procedural, 2) SimpleMatrix, and 3) Equations. Procedure provides all capabilities of EJML and almost complete control over memory creation, speed, and specific algorithms. SimpleMatrix provides a simplified subset of the core capabilities in an easy to use flow styled object-oriented API, inspired by Jama. Equations is a symbolic interface, similar in spirit to Matlab and other CAS, that provides a compact way of writing equations. [1]
Capabilities
EJML provides the following capabilities for dense matrices.
- Basic Operators (addition, multiplication, ... )
- Matrix Manipulation (extract, insert, combine, ... )
- Linear Solvers (linear, least squares, incremental, ... )
- Decompositions (LU, QR, Cholesky, SVD, Eigenvalue, ...)
- Matrix Features (rank, symmetric, definitiveness, ... )
- Random Matrices (covariance, orthogonal, symmetric, ... )
- Different Internal Formats (row-major, block)
- Unit Testing
Usage Example (Equations)
Computing the Kalman gain:
eq.process("K = P*H'*inv( H*P*H' + R )");
Usage Example (SimpleMatrix)
Example of Singular Value Decomposition (SVD):
SimpleSVD s = matA.svd();
SimpleMatrix U=s.getU();
SimpleMatrix W=s.getW();
SimpleMatrix V=s.getV();
Example of matrix multiplication:
SimpleMatrix result = matA.mult(matB);
Usage Example (DenseMatrix64F)
Example of Singular Value Decomposition (SVD):
SingularValueDecomposition<DenseMatrix64F> svd =
DecompositionFactory.svd(matA.numRows,matA.numCols,true,true,true);
if( !DecompositionFactory.decomposeSafe(svd,matA) )
throw new DetectedException("Decomposition failed");
DenseMatrix64F U = svd.getU(null,false);
DenseMatrix64F S = svd.getW(null);
DenseMatrix64F V = svd.getV(null,false);
Example of matrix multiplication:
CommonOps.mult(matA,matB,result);
See also
References
- ↑ "EJML Project Page". EJML. Peter Abeles. Retrieved April 1, 2014.