#include "xf_fintech/jacobi_svd.hpp"
template < typename dataType, int diagSize > void svd ( dataType dataA [diagSize][diagSize], dataType sigma2 [diagSize][diagSize], dataType dataU_out2 [diagSize][diagSize], dataType dataV_out2 [diagSize][diagSize] )
Jacobi Singular Value Decomposition (SVD).
Parameters:
| dataType | data type. |
| diagSize | matrix size. |
| dataA | diagSize x diagSize matrix |
| sigma2 | the decomposed diagonal matrix of dataA |
| dataU_out2 | the left U matrix of dataA |
| dataV_out2 | the right V matrix of dataA |