Hello,
When i tried to compile 'SVD.cpp' i get the following error:

1>c:\users\sathya\documents\visual studio 2010\projects\single value decomp\single value decomp\main.h(33): fatal error C1189: #error : EIGEN_TEST_FUNC must be defined

Also which '.cpp' should i complie to get the SVD of a matrix.?
Please help me out.

Thank you

There is nothing to compile to use Eigen. Here you are trying to compile a unit test.

Please have a look at our documentation:

http://eigen.tuxfamily.org/dox-devel/index.html

and for the SVD:

#include <Eigen/SVD>


/* ... */


MatrixXd A(m,n);
// fill A

JacobiSVD<MatrixXd> svd(A);

and then have a llok at the documentation of the JacobiSVD class to know how to use this object:

http://eigen.tuxfamily.org/dox-devel/cl ... l#_details

Thank u very much for your reply.

It would be really helpful if i could be provided with a simple code as an example for getting 'U,S and V* ' for a 3x3 matrix.

Sorry for being naive.

Thank you