pub fn singular_values(a: &[f64], rows: usize, cols: usize) -> Vec<f64>Expand description
Singular values of a dense rows × cols matrix (row-major), descending,
by one-sided Jacobi: pairwise orthogonalisation of the columns until every
pair is numerically orthogonal; the singular values are then the column
norms. O(sweeps · cols² · rows) with a handful of sweeps — fine for the
K × K matrices of the canonical-correlation step (K ≤ ~50).