template<typename Derived>
class Eigen::SVDBase< Derived >
Base class of SVD algorithms.
 Template Parameters

Derived  the type of the actual SVD decomposition 
SVD decomposition consists in decomposing any nbyp matrix A as a product
\[ A = U S V^* \]
where U is a nbyn unitary, V is a pbyp unitary, and S is a nbyp real positive matrix which is zero outside of its main diagonal; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively.
Singular values are always sorted in decreasing order.
You can ask for only thin U or V to be computed, meaning the following. In case of a rectangular nbyp matrix, letting m be the smaller value among n and p, there are only m singular vectors; the remaining columns of U and V do not correspond to actual singular vectors. Asking for thin U or V means asking for only their m first columns to be formed. So U is then a nbym matrix, and V is then a pbym matrix. Notice that thin U and V are all you need for (least squares) solving.
If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to terminate in finite (and reasonable) time.
 See also
 class BDCSVD, class JacobiSVD
template<typename Derived >
Derived& Eigen::SVDBase< Derived >::setThreshold 
( 
const RealScalar & 
threshold  ) 


inline 
Allows to prescribe a threshold to be used by certain methods, such as rank() and solve(), which need to determine when singular values are to be considered nonzero. This is not used for the SVD decomposition itself.
When it needs to get the threshold value, Eigen calls threshold(). The default is NumTraits<Scalar>::epsilon()
 Parameters

threshold  The new value to use as the threshold. 
A singular value will be considered nonzero if its value is strictly greater than \( \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \).
If you want to come back to the default behavior, call setThreshold(Default_t)