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
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Sign up to join this communityI 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
Colt has SVD, lookup cern.colt.matrix.linalg.SingularValueDecomposition
I think that Apache Commons Math has its port too