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Added a SVD module:
- the decompostion code has been adfapted from JAMA - handles non square matrices of size MxN with M>=N - does not work for complex matrices - includes a solver where the parts corresponding to zero singular values are set to zero
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@@ -98,6 +98,7 @@ void ei_cache_friendly_product(
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template<typename MatrixType> class LU;
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template<typename MatrixType> class QR;
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template<typename MatrixType> class SVD;
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template<typename MatrixType> class Cholesky;
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template<typename MatrixType> class CholeskyWithoutSquareRoot;
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