This svd source code implementation in c++ , the zip file contain the ap file ,more detail ,please see the ap library adapted for c++ in the zip file.also there is faq to answer your question.-svd source code implementation in c++ , This is the

C++实现矩阵的SVD分解，矩阵基本运算“+，-，*，/”，三角分解，QR分解，矩阵显示，矩阵转置，矩阵特征值与特征向量运算. 并在 Source.cpp中附有使用例子代码，方便读者快速上手。 经本人测试，完全可以运行，放心使用。 对于SVD分解，经过与matlab中结果对比，发现，当矩阵的列数>=行数时，基本没问题。(Using C++ language realizes the SVD decomposition of matrix,as well as the basic o