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Matrix data structures, linear solvers, least squares methods, eigenvalue, and singular value decompositions. For larger random dense matrices (above ~ 350 x 350) matrix-matrix multiplication C = A.B is about 50% faster than MTJ.

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/**
 * May 21, 2007
 * @author Samuel Halliday, ThinkTank Maths Limited
 * Copyright ThinkTank Maths Limited 2007
 */
package no.uib.cipr.matrix.sparse;

import no.uib.cipr.matrix.Vector;

/**
 * @author Samuel Halliday, ThinkTank Maths Limited
 */
public interface ISparseVector extends Vector {

    /**
     * Returns the indices.
     */
    public int[] getIndex();

    /**
     * Number of entries used in the sparse structure.
     */
    public int getUsed();
}