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@sasekazu
sasekazu / gist:32f966816ad6d9244259
Created June 19, 2014 11:54
SVD numerical recipes in c
/*
An implementation of SVD from Numerical Recipes in C and Mike Erhdmann's lectures
*/
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#define SIGN(a,b) ((b) > 0.0 ? fabs(a) : - fabs(a))
static double maxarg1, maxarg2;