Truncated SVD implementation in Java

Question

I need the Truncated SVD implementation in java. I need to pass a matrix of doubles and an integer value representing the rank where to filter out noise. In output i need a filtered matrix of doubles.

Is there something ?

Thank you

Answer 1

Colt has SVD, lookup cern.colt.matrix.linalg.SingularValueDecomposition

I think that Apache Commons Math has its port too