Given an m'x
n' matrix A,' this routine computes its singular value<br> decomposition, A = U W V^T. The matrix U replaces
A' on output. The diagonal
matrix of singular values W is output as a vector W' of length
n.' The matrix V' -- not the transpose V^T -- is output as an
n'x n' matrix
V.' The row
dimension m' must be greater or equal to
n'; if it is smaller, then A' should<br> be filled up to square with zero rows. See the discussion in Numerical Recipes<br> in C, section 2.6.<br> <br> This routine returns no values, storing the results in
A,'W,' and
V.' It
does use some auxiliary storage, which can be passed in as rv1,' a single-float<br> array of length
n,' if you want to avoid consing. All input arrays should be
of single-floats.