Accord.Math.Environments.OctaveEnvironment.svd C# (CSharp) Method

        protected List<mat> svd(double[,] m)
        {
            var svd = new SingularValueDecomposition(m, true, true, true);
            return new List<mat> 
            {
                svd.LeftSingularVectors, svd.DiagonalMatrix, svd.RightSingularVectors 
            };
        }