SVD (c语言代码)

/* * svdcomp - SVD decomposition routine. * Takes an mxn matrix a and decomposes it into udv, where u,v are * left and right orthogonal transformation matrices, and d is a * diagonal matrix of singular values. * * This routine is adapted from svdecomp.c in XLISP-STAT 2.1 which is * code from Numerical Recipes adapted by Luke Tierney and David Betz. * * Input to dsvd is as follows: * a = mxn matrix to be decomposed, gets overwritten with u * m = row dimension of a * n = column dimension of a * w = returns the vector of singular values of a * v = returns the right orthogonal transformation matrix *//* * svdcomp - SVD decomposition routine. *