谁能推荐一个稳定和正确实施单值分解（SVD）的C ++？ preferably独立实施（不想加大型图书馆的一种方法）。

Who can recommend a stable and correct implementation Single Value Decomposition (SVD) in C++? Preferably standalone implementation (would not want to add large library for one method).

我用OpenCV的......但是OpenCV的SVD返回不同的分解（！）的一个矩阵。据我所知，存在简单矩阵的多个分解......但为什么OpenCV的做这样的？随机的基础上？还是什么？

I use OpenCV... but openCV SVD returns different decompositions(!) for a single matrix. I understand, that exists more than one decomposition of simple matrix... but why openCV do like that? random basis? or what?

这不稳定导致错误在我的计算，在某些情况下，我不明白为什么。 然而，结果被mathlab或WolframAlpha的回来了 - 总是得到正确的计算结果....

This instability causes the error in my calculations in some cases, and I can't understand why. However, the results are returned by mathlab or wolframalpha - always give correct calculations ....

推荐答案

如果你不能找到一个独立的实现，您可以尝试的征库这确实SVD。这是pretty的大，但它的模板，只有这样你只需要一个运行时依赖。

If you can't find a stand-alone implementation, you might try the eigen library which does SVD . It is pretty large, however it is template-only so you only have a compile-time dependency.