public void TestSVD()
{
var a = _lap.CreateMatrix(256, 128, (x, y) => x * y).AsIndexable();
var svd = a.Svd();
var reducedSize = Enumerable.Range(0, 32).ToList();
var u = svd.U.GetNewMatrixFromRows(reducedSize);
var s = _lap.CreateDiagonalMatrix(svd.S.AsIndexable().Values.Take(reducedSize.Count).ToArray());
var vt = svd.VT.GetNewMatrixFromColumns(reducedSize);
var us = u.TransposeThisAndMultiply(s);
var usvt = us.TransposeAndMultiply(vt);
Assert.AreEqual(a.RowCount, usvt.RowCount);
Assert.AreEqual(a.ColumnCount, usvt.ColumnCount);
}