Look into using a library for matrix math

[tzaeschke]

MTJ/MTJ-n:
https://github.com/fommil/matrix-toolkits-java

EJML:
http://code.google.com/p/efficient-java-matrix-library/

Comparison:
https://code.google.com/p/java-matrix-benchmark/wiki/RuntimeCorei7v2600_2013_10

Also, any inclusion of such libraries should consider that ODE partly takes special precautions to improve mathematical instability.

[kephale]

Big ODE4j fan here. I'm using jBLAS for matrix math in some projects that link to ODE4j. However, I haven't done any speed tests against MTJ.

[tzaeschke]

Hey, good to hear there are some fans :-), I get very little feedback. I just updated the title and issue text. I got the MTJ/EJML suggestion from another ode4j user. According to the comparison above, EJML is best for small matrices and MTJ-n is best for larger ones. EJML appears to be faster than jBLAS for matrices of all sizes.

Of course, I guess it depends on which operations would actually be used.

MTJ also appears to be based on BLAS.

Anyway, this migration won't be happening anytime soon, unless there are volunteers?

[kephale]

Alright, I'll think about volunteering, but can't promise anything at the moment. I'm back to considering this issue for some of my own code.

It is a shame MTJ seems to do so poorly on small matrices. I'm taking hits from rotation ops and solving large matrix systems. That being said, I guess I'm sold on EJML for speeding up my rotations. So my vote goes for EJML.

I wonder if it would be possible to cheaply and dynamically transition between the two libraries during runtime...

[Actually, I may retract my vote for now. Rotations aren't a good enough reason, since they really should probably just be unrolled anyway.]

[tzaeschke]

Indeed, most of the 1x3, 1x4, 3x3, 3x4 and 4x4 operations are already unrolled.