C中的奇异值分解简单代码

Question

我正在寻找c中的奇异值分解（svd）代码，你会帮我吗？

我发现了许多来源，但我无法运行它们，我正在寻找一个版本的SVD代码，提供3个矩阵的S，V和U。

Answer 1

You can use the Numerical recipies code for that svdcmp.c reference. Actually in my case I found more accurate the openCV one, but both work fine.

Answer 2

Don't write it yourself, don't deal with trying to build someone else's source. Use a library that provides this function for you. There's probably already one available on your target platform.

Specifically, use the industry-standard LAPACK library or use the GSL or whatever other linear algebra library you want. They all have an SVD implementation.