Function rgsl::linear_algebra::SV_decomp_mod

pub fn SV_decomp_mod(
    a: &mut MatrixF64, 
    x: &mut MatrixF64, 
    v: &mut MatrixF64, 
    s: &mut VectorF64, 
    work: &mut 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.