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The only downside is the need to add EJML as a dependency, although I suppose apache commons linear algebra library (slower than EJML, but we're dealing with very small matrices here) could be swapped in for it.
The text was updated successfully, but these errors were encountered:
Pull request made. Adapted for commons-math3 so no need to bring in EJML. Only downside to that is that EJML is known to be faster, but since we're dealing with such small matrices it probably won't matter.
Laguerre solver does a poor job in practice. I used it for a closed-source Arima implementation and felt compelled to replace it with this PolynomialRootFinder class that uses a companion matrix and its eigenvalues: http://stackoverflow.com/questions/13805644/finding-roots-of-polynomial-in-java
The only downside is the need to add EJML as a dependency, although I suppose apache commons linear algebra library (slower than EJML, but we're dealing with very small matrices here) could be swapped in for it.
The text was updated successfully, but these errors were encountered: