Singular Value Decomposition simple code in c

I am looking for Singular Value Decomposition (SVD) code in C, would you please help me?

I found many sources but I can开发者_开发问答not run them, I am looking for a version of SVD code that provide all 3 matrix of S, V and U for me.

You can use the Numerical recipies code for that svdcmp.c reference. Actually in my case I found more accurate the openCV one, but both work fine.

Use one of the libraries listed at the Wiki page: comparison of linear algebra libraries. Look under the "SVD" column to make sure algorithm is supported (even vast majority of the libraries do support SVD).

Don't write it yourself, don't deal with trying to build someone else's source. Use a library that provides this function for you. There's probably already one available on your target platform.

Specifically, use the industry-standard LAPACK library or use the GSL or whatever other linear algebra library you want. They all have an SVD implementation.