[Toon-members] SVD

[Georg Klein]

Hi,

it'd be good to put a C++ version of the SVD into TooN - this turns out to 
be much faster than LAPACK for small matrices and eliminates dependence on 
LAPACK, both of which are good things for e.g. iphone stuff.

Currently I'm using a c++-ified port of the numerical recipes algorithm, 
but numerical recipes is notoriously difficult with copyright. Any 
guesses if porting the c-code to C++ is enough to get around 
copyright, or better not?

Otherwise I can go back to the FORTRAN code which NumRec used to make 
their C version.