用于协同过滤推荐算法，svd矩阵分解算法 C++实现-Matrix Factorization , performs well on the large, sparse, and very imbalanced Netflix dataset

svd奇异值举证分解，c++实现举证的svd分解-svd singular value decomposition of proof, c++ achieve

CGSVD Compact generalized SVD of a matrix pair in regularization problems. sm = cgsvd(A,L) [U,sm,X,V] = cgsvd(A,L) , sm = [sigma,mu] Computes the generalized SVD of the matrix pair (A,L): [ A ] = [ U 0 ]*[ diag(sigma) 0 ]*inv

svd的简单实现。用于学习。用c语言实现的。(A simple implementation of svd. Used for learning)