java matrix-multiplication (FAST)

Question

I have to multiply 2 (most of the times) sparse matrix. Those matrix are pretty bit (about 10k*10k) and i've a two Xeon Quad core and just one thread for this job?

is there any fast library for multi-thread moltiplication? any other advice?

Answer 1

I would try Colt, from CERN. It's a bit old now, but still provides excellent libraries for what you are trying.

For parallel processing, try the newer Parallel Colt.

Answer 2

With due respect to Colt and Parallel Colt, they are not very fast. If you insist on using Java and expect fast numerical computations, use JBLAS. JBLAS uses ATLAS. I have compiled JBLAS to use multithreaded ATLAS - it does not do this by default. You would need to change a few configure options. However even single threaded JBLAS is faster than multithreaded Colt and Parallel Colt. I tested Colt, Parallel Colt, JAMA and JBLAS. JBLAS is the best by a country mile.

Colt and Parallel Colt are very slow. So is JAMA. The best library in Java for such things is JBLAS.

Answer 3

Do it on a GPU? http://www.nvidia.com/object/io_1254288141829.html