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svd_singular_values

Function svd_singular_values 

Source
pub fn svd_singular_values(a: &[Vec<f64>], max_iter: usize) -> Vec<f64>
Expand description

Compute SVD via Golub-Reinsch (simplified: returns singular values only).

For a full production SVD use LAPACK. This is a bidiagonalisation-based estimate of singular values via power iteration.