Eigen
3.3.4

This module provides SVD decomposition for matrices (both real and complex). Two decomposition algorithms are provided:
Classes  
class  Eigen::BDCSVD< _MatrixType > 
class Bidiagonal Divide and Conquer SVD More...  
class  Eigen::JacobiSVD< _MatrixType, QRPreconditioner > 
Twosided Jacobi SVD decomposition of a rectangular matrix. More...  
class  Eigen::SVDBase< Derived > 
Base class of SVD algorithms. More...  