New Post: Cut cols and rows (or factor the matrix)

       var matrix_UK = svd.U().SubMatrix(0, svd.W().RowCount, 0, K);
        var matrix_SKK = svd.W().SubMatrix(0, K, 0, K);
        var matrix_VTK = svd.VT().SubMatrix(0, K, 0, svd.VT().ColumnCount);