矩阵分解之一SVD

SVD矩阵分解

   这是我自己学习的有关SVD的代码，原理参考如下，我就不详细说，https://www.pianshen.com/article/1050296802/，主要利用LU分解原矩阵A，再求逆。

直接分享代码如下：

void SVD(double *A_Matrix,double *U_Matrix,double *V_Matrix,double *S_Matrix,int Row,int Col)
{
   
	double *AT_Matrix = new double[Col * Row];
	double *AAT_Matrix = new double[Row * Row];
	double *ATA_Matrix = new double[Col * Col];
	double *AAT_Egien_Vector = new double[Row * Row];
	double *AAT_Egien_Value = new double[Row];
	double *ATA_Egien_Vector = new double[Col * Col];
	double *ATA_Egien_Value = new double[Col];
	//求解转置矩阵
	for (int i = 0; i < Row; ++i)
	{
   
		for (int j = 0; j < Col; ++j)
		{
   
			AT_Matrix[j*Row + i] = A_Matrix[i*Col + j];
		}   
	}
    	//求解AAT=A*AT
	for (int i = 0; i < Row; ++i)
	{
   
		for (int j = 0; j < Row; ++j)
		{
   
			double Ajk = 0;
			for (int k = 0; k < Col; ++k)
			{
   
				Ajk += A_Matrix[i*Col + k] * AT_Matrix[k*Row + j];
			}
			AAT_Matrix[i*Row + j] = Ajk;
		}
	}
    //求解ATA=AT*A
	for (int i = 0; i < Col; ++i)
	{
                                                                                                           
		for (int j = 0; j < Col; ++j