SVD decomposition - C++, C#, Java librarySVD decomposition The singular value decomposition of MxN matrix A is its representation as A = U W VT, where U is an orthogonal MxM matrix, V - orthogonal NxN matrix. The diagonal elements of matrix W are non-negative numbers in descending order, all off-diagonal elements are zeros. The matrix W consists mainly of zeros, so we only need the first min(M,N) columns (three, in the example above) of
