GURLS_EXPORT void svd(const gMat2D<float>& A, gMat2D<float>& U, gVec<float>& W, gMat2D<float>& Vt) {
char jobu = 'S', jobvt = 'S';
int m = A.rows();
int n = A.cols();
int k = std::min<int>(m, n);
if ((int)W.getSize() < k) {
throw gException("The length of vector W must be at least equal to the minimum dimension of the input matrix A");
}
if ((int)U.rows() < m || (int)U.cols() < k) {
throw gException("Please check the dimensions of the matrix U where to store the singular vectors");
}
if ((int)Vt.rows() < k || (int)Vt.cols() < n) {
throw gException("Please check the dimensions of the matrix Vt where to store the rigth singular vectors");
}
int lda = A.cols();
int ldu = U.cols();
int ldvt = Vt.cols();
int info, lwork = std::max<int>(3*k+std::max<int>(m,n), 5*k);
float* work = new float[lwork];
float* copy = new float[m*n];
A.asarray(copy, m*n);
sgesvd_(&jobu, &jobvt, &n, &m, copy, &lda, W.getData(), Vt.getData(), &ldvt, U.getData(), &ldu, work, &lwork, &info);
delete[] work;
delete[] copy;
}
