ojAlgo v47.3 was released 2019-08-08. The main new features are:
- New, long overdue, functionality to help control multithreading
- Support for (some) Generalised Eigenvalue Problems
- A bunch of minor changes and improvements. To get a complete list of what’s changed check out the changelog.
Generalised Eigenvalue Problems
ojAlgo now has built-in direct support for (some) generalised eigenvalue problems



where both A and B are symmetric/hermitian and B is positive definite. Each of these problems can be reduced to a standard symmetric eigenvalue problem, using a Cholesky factorisation of B. ojAlgo now handles this for you.
Example Code
Console Output
class GeneralisedEigenvalueProblem
ojAlgo
2019-08-07
Generalised Eigenproblem [A][V] = [B][V][D]
[A]
1.604074 0.006127 0.133308 0.250127 0.259224
0.006127 1.010143 0.002238 0.0042 0.004353
0.133308 0.002238 1.220681 0.091377 0.0947
0.250127 0.0042 0.091377 1.414067 0.177687
0.259224 0.004353 0.0947 0.177687 1.429126
[B]
1.412855 0.107653 0.393856 0.33646 0.313754
0.107653 1.260753 0.248753 0.212503 0.198162
0.393856 0.248753 1.953979 0.777454 0.724987
0.33646 0.212503 0.777454 1.814959 0.619337
0.313754 0.198162 0.724987 0.619337 1.759961
Eigenvectors - [V]
-0.666868 0.341593 -0.447915 -0.083526 -0.024999
0.091459 -0.030955 0.045101 -0.879487 0.195642
0.509203 0.331432 -0.346537 0.186981 0.408749
-0.227578 -0.755407 -0.104048 0.109849 0.251976
-0.266076 0.262438 0.717441 0.100321 0.222165
Eigenvalues - [D]
1.263856 0 0 0 0
0 1.075374 0 0 0
0 0 1.052367 0 0
0 0 0 0.863366 0
0 0 0 0 0.452183
Left - [A][V]
-1.127161 0.471016 -0.604457 -0.060962 0.136204
0.087327 -0.030464 0.044724 -0.887602 0.200414
0.486888 0.405867 -0.424187 0.234679 0.540121
-0.488978 -0.905967 -0.163164 0.165659 0.427706
-0.544943 0.360632 0.858094 0.155118 0.395354
Right - [B][V][D]
-1.127161 0.471016 -0.604457 -0.060962 0.136204
0.087327 -0.030464 0.044724 -0.887602 0.200414
0.486888 0.405867 -0.424187 0.234679 0.540121
-0.488978 -0.905967 -0.163164 0.165659 0.427706
-0.544943 0.360632 0.858094 0.155118 0.395354