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I'm implementing metric learning algorithm, I want to reduce the dimension of the data. I am using Java and libraries (Jama) to implement, and PCA to reduce the dimension. When I used the eig from Jama library to get eigenvalues, it takes a lots of time even for a matrix of size 300 by 20. I need to get get java implementation of Eigenvalue and eigenvector. For your information, i tried also other libraries like Jblas which has PCA, but the performance is really poor in eigenvalue and eigenvector.

saha
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Try the Apache math library. Search for the class EigenDecomposition in package org.apache.commons.math3.linear. By the way I think you can only find eigenvalues and eigenvectors of square matrices.

filip
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