Function Svdcmp-Df

Part of:

package cl-mathstats
( svdcmp-df < a > < m > < n > < w > < v > &optional < rv1 > )

Given an m&#39;x n' matrix A,&#39; 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&#39; of length n.' The matrix
V&#39; -- not the transpose V^T -- is output as an n'x n&#39; matrix V.' The row
dimension m&#39; must be greater or equal to n'; if it is smaller, then A&#39; 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,&#39; and V.' It
does use some auxiliary storage, which can be passed in as rv1,&#39; a double-float<br> array of length n,' if you want to avoid consing.