SVD の C実装

特異値分解の C 実装は以下にあります。

http://www.netlib.org/svdpack/

file    svdpackc.tgz
for     C version of SVDPACK for computing the SVD of large
,       sparse real matrices
by      Michael W. Berry et al.
ref     M. Berry et al., "SVDPACKC (Version 1.0) User's
,       Guide", Univ. of Tennessee Tech. Report CS-93-194,
,       April 1993 (Revised October 1996)