Function rgsl::linear_algebra::SV_decomp_mod

pub fn SV_decomp_mod(a: &MatrixF64, x: &MatrixF64, v: &MatrixF64, s: &VectorF64, work: &VectorF64) -> Value

This function computes the SVD using the modified Golub-Reinsch algorithm, which is faster for M>>N. It requires the vector work of length N and the N-by-N matrix X as additional working space.