Java SVD as defined by wikipedia

Question

I'm looking for a java library that performs singular value decomposition as descibed in wikipedia: from a matrix A (m X n) get A = U*S*V' where U is m x m, S is m x n and V is n x n.

Anyone can help me ?

Plese don't answer colt or jama because their definition of svd are different from wikipedia's one. In fact colt returns A = U*S*V' where U is m x n, S is n x n and V is n x n.

Alternativley how can I calculate wikipedia's svd using colt ?

Thanks

Answer 1

The JavaDoc for singular decomposition methods from jblas seems to adhere to the definition as you require it at first sight, but I think you'd have to test to get any certainty.

Another one is Universal Java Matrix Package, but looking through the JavaDoc is quite bewildering and makes me fear somewhat for its design (interface for defining getters and setters?!)