Function rgsl::linear_algebra::bidiag_decomp

pub fn bidiag_decomp(
    a: &mut MatrixF64,
    tau_u: &mut VectorF64,
    tau_v: &mut VectorF64
) -> Value

This function factorizes the M-by-N matrix A into bidiagonal form U B V^T. The diagonal and superdiagonal of the matrix B are stored in the diagonal and superdiagonal of A. The orthogonal matrices U and V are stored as compressed Householder vectors in the remaining elements of A. The Householder coefficients are stored in the vectors tau_U and tau_V. The length of tau_U must equal the number of elements in the diagonal of A and the length of tau_V should be one element shorter.