First develop commit. Adding all existing files.

test/math/SVD.java

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+package math;
+
+import math.matrix.Matrix;
+import math.matrix.SingularValueDecomposition;
+import exception.IllegalDimensionException;
+
+/**
+ * Test client for computing singular values of a matrix.
+ */
+public class SVD {
+   public static void main(String[] args) throws IllegalDimensionException { 
+
+      // create M-by-N matrix that doesn't have full rank
+      int M = 8, N = 5;
+      Matrix B = Matrix.random(5, 3);
+      Matrix A = Matrix.random(M, N).times(B).times(B.transpose());
+      System.out.print("A = ");
+      A.print(9, 6);
+
+      // compute the singular vallue decomposition
+      System.out.println("A = U S V^T");
+      System.out.println();
+      SingularValueDecomposition s = A.svd();
+      System.out.print("U = ");
+      Matrix U = s.getU();
+      U.print(9, 6);
+      System.out.print("Sigma = ");
+      Matrix S = s.getS();
+      S.print(9, 6);
+      System.out.print("V = ");
+      Matrix V = s.getV();
+      V.print(9, 6);
+      System.out.println("rank = " + s.rank());
+      System.out.println("condition number = " + s.cond());
+      System.out.println("2-norm = " + s.norm2());
+
+      // print out singular values
+      System.out.print("singular values = ");
+      Matrix svalues = new Matrix(s.getSingularValues(), 1);
+      svalues.print(9, 6);
+   }
+
+}