Single Value Decomposition implementation C++

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Who can recommend a stable and correct implementation Single Value Decomposition (SVD) in C++? Preferably standalone implementation (would not want to add large library for one method).

I use OpenCV... but openCV SVD returns different decompositions(!) for a single matrix. I understand, that exists more than one decomposition of simple matrix... but why openCV do like that? random basis? or what?

This instability causes the error in my calculations in some cases, and I can't understand why. However, the results are returned by mathlab or wolframalpha - always give correct calculations ....

opencv algorithm c++
5 Answers

Armadillo is a C++ template library to do linear algebra. It tries to provide an API that is similar to Matlab, so its pretty easy to use. It has a SVD implementation that is built upon LAPACK and BLAS. Usage is simple:

#include <armadillo>

// Input matrix of type float
arma::fmat inMat;

// Output matrices
arma::fmat U;
arma::fvec S;
arma::fmat V;

// Perform SVD
arma::svd(U, S, V, inMat);
Ash_16300
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