Function rgsl::linear_algebra::SV_decomp_jacobi

pub fn SV_decomp_jacobi(a: &MatrixF64, v: &MatrixF64, s: &VectorF64) -> Value

This function computes the SVD of the M-by-N matrix A using one-sided Jacobi orthogonalization for M >= N. The Jacobi method can compute singular values to higher relative accuracy than Golub-Reinsch algorithms (see references for details).