Parallel Colt

Parallel Colt is a set of multithreaded version of Colt. It is a collection of open-source libraries for High Performance Scientific and Technical Computing written in Java. It contains all the original capabilities of Colt and adds several new ones, with a focus on multi-threaded algorithms.

Parallel Colt has all the capabilities of the original Colt library, with the following additions.^[1]

• Multithreading
• Specialized Matrix data structures
• JPlasma
  • Java port of PLASMA (Parallel Linear Algebra for Scalable Multi-core Architectures).
• CSparseJ
  • CSparseJ is a Java port of CSparse (a Concise Sparse matrix package).
• Netlib-java
  • Netlib is a collection of mission-critical software components for linear algebra systems (i.e. working with vectors or matrices).
• Solvers and preconditioners
  • Mostly adapted from Matrix Toolkit Java
• Nonlinear Optimization
  • Java translations of the 1-dimensional minimization routine from the MINPACK
• Matrix reader/writer
• All classes that use floating-point arithmetic are implemented in single and double precision.
• Parallel quicksort algorithm

Example of singular value decomposition (SVD):

DenseDoubleAlgebra alg = new DenseDoubleAlgebra();
DenseDoubleSingularValueDecomposition s = alg.svd(matA);

DoubleMatrix2D U = s.getU();
DoubleMatrix2D S = s.getS();
DoubleMatrix2D V = s.getV();

Example of matrix multiplication:

DenseDoubleAlgebra alg = new DenseDoubleAlgebra();
DoubleMatrix2D result = alg.mult(matA,matB);

• List of open-source mathematical libraries