SVD分解的c++代码（Eigen 库）

Eigen::JacobiSVD< _Matrix_Type_ > svd(a ,Eigen::ComputeThinU | Eigen::ComputeThinV);  

// EigenTest.cpp : 定义控制台应用程序的入口点。
//

#include "stdafx.h"
#include <iostream>  
#include <Eigen/SVD>  
#include <Eigen/Dense>    

//using Eigen::MatrixXf;    
using namespace Eigen;    
using namespace Eigen::internal;    
using namespace Eigen::Architecture;    

int main()  
{  
    Matrix3f A;  
    A(0,0)=1,A(0,1)=0,A(0,2)=1;  
    A(1,0)=0,A(1,1)=1,A(1,2)=1;  
    A(2,0)=0,A(2,1)=0,A(2,2)=0;  
    JacobiSVD<Eigen::MatrixXf> svd(A, ComputeThinU | ComputeThinV );  
    Matrix3f V = svd.matrixV(), U = svd.matrixU();  
    Matrix3f  S = U.inverse() * A * V.transpose().inverse(); // S = U^-1 * A * VT * -1  
    std::cout<<"A :\n"<<A<<std::endl;  
    std::cout<<"U :\n"<<U<<std::endl;  
    std::cout<<"S :\n"<<S<<std::endl;  
    std::cout<<"V :\n"<<V<<std::endl;  
    std::cout<<"U * S * VT :\n"<<U * S * V.transpose()<<std::endl;  
    system("pause");  
    return 0;  
}