RF: Adjust NEWMAT::SVD to explicitly fail if passed a matrix with less rows

than columns (for compatibility with newmat behavuiour). Remove U truncation,
as arma::svd_econ does it for us (whereas arma::svd does not)

armawrap/function_svd.hpp

@@ -6,24 +6,35 @@
  */
 
 namespace armawrap {
-  
+
   template<typename T1, typename T2, typename T3, typename T4>
-  inline  void SVD(const T1  &A, 
+  inline  void SVD(const T1  &A,
                    T2        &D,
-                   T3        &U, 
+                   T3        &U,
                    T4        &V,
                    bool withU=true,
                    bool withV=true) {
 
+
     arma::Col<typename T1::elem_type> s;
     arma::Mat<typename T1::elem_type> Ut;
     arma::Mat<typename T1::elem_type> At(A);
 
+    /*
+     * NEWMAT::SVD does not support decomposition on
+     * matrices with more columns than rows, and
+     * raises a ProgramException. In armawrap/newmat.h,
+     * ProgramException is aliased to runtime_error,
+     * so that's what we raise here.
+     */
+    if (At.n_rows < At.n_cols) {
+      throw std::runtime_error("SVD requires that m >= n for a m*n matrix");
+    }
+
     arma::svd_econ(Ut, s, V, At);
 
     if (!withV) V = 0;
-    if ( withU) U = Ut.submat(0, 0, At.n_rows-1, At.n_cols-1);
-
+    if ( withU) U = Ut;
     D = s;
   }
 
@@ -37,7 +48,7 @@ namespace armawrap {
   }
 
   template<typename T1, typename T2, typename T3>
-  inline void SVD(const T1 &A, 
+  inline void SVD(const T1 &A,
                   T2       &D,
                   T3       &U,
                   bool withU=true) {