Supriya Ghosh (Editor)

Efficient Java Matrix Library

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Original author(s)
  
Peter Abeles

Type
  
Library

Website
  
ejml.org

Operating system
  
Cross-platform

License
  
Apache_License

Stable release
  
0.30 / November 9, 2016; 3 months ago (2016-11-09)

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.

Contents

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.

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:

    Usage Example (SimpleMatrix)

    Example of Singular Value Decomposition (SVD):

    Example of matrix multiplication:

    Usage Example (DenseMatrix64F)

    Example of Singular Value Decomposition (SVD):

    Example of matrix multiplication:

    References

    Efficient Java Matrix Library Wikipedia