public void LinearAlgebraSVD()
{
//using DotNumerics.LinearAlgebra;
//using DotNumerics;
Matrix A = new Matrix(3, 2);
A[0, 0] = 2; A[0, 1] = 5;
A[1, 0] = 1; A[1, 1] = 5;
A[2, 0] = 8; A[2, 1] = 2;
SingularValueDecomposition svd = new SingularValueDecomposition();
Matrix S;
Matrix U;
Matrix VT;
svd.ComputeSVD(A, out S, out U, out VT);
Matrix AmUSVT = A - U * S * VT;
ObjectDumper.Write("A=");
ObjectDumper.Write(A.MatrixToString("0.000"));
ObjectDumper.Write("S =");
ObjectDumper.Write(S.MatrixToString("0.000"));
ObjectDumper.Write("U = ");
ObjectDumper.Write(U.MatrixToString("0.000"));
ObjectDumper.Write("VT = ");
ObjectDumper.Write(VT.MatrixToString("0.000"));
ObjectDumper.Write("A - U * S * VT - VT = ");
ObjectDumper.Write(AmUSVT.MatrixToString("0.000"));
}