Added overload of svd_fast() that doesn't compute u.

dlib/matrix/matrix_la.h

@@ -724,6 +724,8 @@ convergence:
 
 // ----------------------------------------------------------------------------------------
 
+    namespace simpl
+    {
         template <
             typename sparse_vector_type, 
             typename T,
@@ -734,12 +736,13 @@ convergence:
             typename L
             >
         void svd_fast (
+            bool compute_u,
             const std::vector<sparse_vector_type>& A,
             matrix<T,Unr,Unc,MM,L>& u,
             matrix<T,Wnr,Wnc,MM,L>& w,
             matrix<T,Vnr,Vnc,MM,L>& v,
             unsigned long l,
-        unsigned long q = 1
+            unsigned long q 
         )
         {
             const long n = max_index_plus_one(A);
@@ -784,8 +787,51 @@ convergence:
             },1);
 
             svd3(B, v,w,u);
+            if (compute_u)
                 u = Q*u;
         }
+    }
+
+    template <
+        typename sparse_vector_type, 
+        typename T,
+        long Unr, long Unc,
+        long Wnr, long Wnc,
+        long Vnr, long Vnc,
+        typename MM,
+        typename L
+        >
+    void svd_fast (
+        const std::vector<sparse_vector_type>& A,
+        matrix<T,Unr,Unc,MM,L>& u,
+        matrix<T,Wnr,Wnc,MM,L>& w,
+        matrix<T,Vnr,Vnc,MM,L>& v,
+        unsigned long l,
+        unsigned long q = 1
+    )
+    {
+        simpl::svd_fast(true, A,u,w,v,l,q);
+    }
+
+    template <
+        typename sparse_vector_type, 
+        typename T,
+        long Wnr, long Wnc,
+        long Vnr, long Vnc,
+        typename MM,
+        typename L
+        >
+    void svd_fast (
+        const std::vector<sparse_vector_type>& A,
+        matrix<T,Wnr,Wnc,MM,L>& w,
+        matrix<T,Vnr,Vnc,MM,L>& v,
+        unsigned long l,
+        unsigned long q = 1
+    )
+    {
+        matrix<T,0,0,MM,L> u;
+        simpl::svd_fast(false, A,u,w,v,l,q);
+    }
 
 // ----------------------------------------------------------------------------------------
 // ----------------------------------------------------------------------------------------

dlib/matrix/matrix_la_abstract.h

@@ -249,6 +249,21 @@ namespace dlib
               value should be good for many problems.
     !*/
 
+    template <
+        typename sparse_vector_type, 
+        typename T
+        >
+    void svd_fast (
+        const std::vector<sparse_vector_type>& A,
+        matrix<T>& w,
+        matrix<T>& v,
+        unsigned long l,
+        unsigned long q = 1
+    );
+    /*!
+        This function is identical to the above svd_fast() except it doesn't compute u.
+    !*/
+
 // ----------------------------------------------------------------------------------------
 
     template <