SingularValueDecomposition<Real>::SingularValueDecomposition (
const GMatrix<Real>& M, GMatrix<Real>& L, GMatrix<Real>& D,
GMatrix<Real>& RTranspose)
{
// TODO. Implement other QR factorizations and SVD code from "Matrix
// Computations", and then give the user the ability to specify which
// methods are used here.
int numRows = M.GetNumRows();
int numCols = M.GetNumColumns();
L.SetSize(numRows, numRows);
D.SetSize(numRows, numCols);
RTranspose.SetSize(numCols, numCols);
GMatrix<Real> kMTM = M.TransposeTimes(M);
EigenDecomposition<Real> es(kMTM);
es.Solve(false);
GMatrix<Real> V = es.GetEigenvectors();
GMatrix<Real> MV = M*V;
HouseholderQR(MV, L, D);
RTranspose = V.Transpose();
}
