SVD method in c++

Question

In MATLAB we use this code for calculate U,S,V matrices by SVD method.

[U,S,V] = svd(A);

Is any way and implemented function in Visual C++ 2012 for using this method? WHat headers needed?

Answer 1

I'm not sure there is anything like this specifically in/for VS 2012. My recommendation, try the Eigen matrix library, for example the JacobiSVD. It provides the matrices U S V. Here is an example usage:

http://eigen.tuxfamily.org/dox/classEigen_1_1JacobiSVD.html

I use Eigen a lot and it is not difficult to integrate it into your existing code.