Singular Value Decomposition

Description
Given a real matrix represented as a double[][], return it's singular value decomposition (<a href="http://en.wikipedia.org/wiki/Singular_value_decomposition">http://en.wikipedia.org/wiki/Singular_value_decomposition</a>).
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  • Reduced Singular Value Decomposition For more information on SVD, see: http://en.wikipedia.org/wiki/Singular_value_decomposition
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