I want to solve Singular Valude Decomposition(SVD)
$$A = USV^T$$
I have been using the QR-method before, but it takes lot of time and is very slow. Is there any easier method to use? Is it easy to find the eigenvalues of a big matrix?
What method do you recommend to solve SVD?
I going to implement a SVD solver in C-programming langugage for embedded systems, so MATLAB is no use here for me.