Matrix Algebra support

[Robert M. Gary]

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

 

[Jim Korman]

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

Google is our friend.....

Second hit using {java matrix library}

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

 

[Robert M. Gary]

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

-Robert

 

[Jim Korman]

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

 

[Googmeister]

Robert, Haven't tried this package yet! But it looks good.
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.