I want to rewrite some signal processing code of mine from C++ to Java. I wind up with matrices of complex numbers (numbers with imaginary components). I need to find the inverse of an NxN complex matrix, as well as the principle eigenvector.
There are several Java libraries to do this with real numbers, but I couldn't find anything that supported complex numbers. I found one library but it was proprietary and had to be licensed.
Has this been implemented anywhere?
I can always wrap the needed C code with JNI, but I was doing this to avoid platform dependence.
I'd recommend Apache Commons Math. I believe that it carries on from where JAMA left off.
In a past university course, I worked with JAMA.
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