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Dear all,
 
I am searching for some code that can decompose rectangular
matrices according to SVD.
Unfortunately, rb-gsl can only handle square matrices.
 
Also, I've have some strange installation error with the linalg  library.
(I've posted a message to the list about this).
Is there any other software that can singular-decompose a matrix
that is rectangular and maybe really big and "very rectangular" ?
Can  someone who uses linalg tell me what options to use to tell
install.rb what options to use ?
 
Thank you very much!
 
Best regards,
 
Axel 

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