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Rf/svd error

Paul McCarthy requested to merge rf/svd-error into master

Issue #1 (closed) highlighted the fact that, while the armawrap implementation of NEWMAT::SVD does crash when given a matrix with less rows than columms (which preserves compatibility with the behaviour of the original NEWMAT::SVD function), it crashes in a different, unintentional manner.

This patch adds an explicit check, to make the crash and error message more interpretable.

It also turns out that the arma::svd and arma::svd_econ functions behave slightly differently, in that arma::svd returns U as a square matrix of shape (X.n_rows, X.n_rows), whereas arma::svd_econ truncates U to have the same shape as the input matrix X (which is the desired behaviour, as this is what the original NEWMAT::SVD function did).

So this MR also removes the explicit truncation of the matrix U, which was only necessary when arma::svd was being used.

Edited by Paul McCarthy

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