public SVDResult SVD(SVDType svdType = SVDType.Jacobi)
{
int minRowsCols = Cols < Rows ? Cols : Rows;
double[] uout = new double[Rows * minRowsCols];
double[] sout = new double[minRowsCols];
double[] vout = new double[Cols * minRowsCols];
if (svdType == SVDType.Jacobi)
{
EigenDenseUtilities.SVD(GetValues(), Rows, Cols, uout, sout, vout);
}
else
{
EigenDenseUtilities.SVDBdcSvd(GetValues(), Rows, Cols, uout, sout, vout);
}
return(new SVDResult(new MatrixXD(uout, Rows, minRowsCols),
new VectorXD(sout),
new MatrixXD(vout, Cols, minRowsCols)));
}
