void DGESVD char *  JOBU,
char *  JOBVT,
int *  M,
int *  N,
double *  A,
int *  LDA,
double *  S,
double *  U,
int *  LDU,
double *  VT,
int *  LDVT,
double *  WORK,
int *  LWORK,
int *  INFO

DGESVD computes the singular value decomposition (SVD) of a real M-by-N matrix A, optionally computing the left and/or right singular vectors. The SVD is written

A = U * SIGMA * transpose(V)

where SIGMA is an M-by-N matrix which is zero except for its min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA are the singular values of A; they are real and non-negative, and are returned in descending order. The first min(m,n) columns of U and V are the left and right singular vectors of A.

See http://www.netlib.org/lapack/double/dgesvd.f for more information

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