SVD System
<pre>
1 . . nm1 1 . . nm2
Lo1 | . . . . . . . | Lo2 | . . . . . . . | 1 | . |
. | . . . . . . . | . | . . . . . . . | . | . |
U = . | . . . . . . . | V = . | . . . . . . . | SV = . | . |
. | . . . . . . . | . | . . . . . . . | . | . |
Hi1 | . . . . . . . | Hi2 | . . . . . . . | nm | . |
nm1 = Dim1; nm2 = Dim2; nm = min(Dim1,Dim2);
if not fullmat then nm1 = nm2 = nm;