Jacobi Java Matrix Library

Synopsis

Jacobi is a comprehensive library for computations involving matrices for Java programmers. The goal of this project is to provide easy to use matrix library with complex computational logic at the fingertip of Java developers.

Code Example

  Matrix matrix = Matrices.of(new double[][]{ {3.0, 2.0, -1.0}, {2.0, -2.0, 4.0}, {-1.0, 0.5, -1.0} });
  Matrix y = Matrices.of(new double[][]{ {1.0}, {-2.0}, {-2.0} });
  Matrix x = matrix.ext(Solver.class).exact(y); // load Solver extension and solve for x

Functionalities

Algebra

• Addition
• Subtraction
• Scalar Multiplication
• Matrix Multiplication
• Hadamard Product

Properties

• Trace
• Rank
• Determintant
• Inverse
• Tranpose
• Eigenvalues
• Singular Values

Decomposition

• Cholesky
• Gaussian (PLU)
• QR
• Hessenberg
• Schur
• SVD

System of linear equations

• Exact solution
• Linear Regression
• Linear Programming

Statistics

• Min
• Max
• Mean
• Median
• Variance
• Standard Deviation
• Co-variance

Kernel Trick

• Insert computed values
• Projection (Select)

License

Jacobi will be licensed under MIT and shall keep on to be a free software in the foreseeable future.