Thanks for the methods.
 However, it still doesnot work. I think the reason is because of the lapack. The lapack i'm using is the version of University Of Tennessee. I add "BLAS.lib" and "LAPACK.lib" together with the corresponding path to the vc 9.0. However, it still have linking problem like follows. Could somebody tell me how to solve this?

1>svd.obj : error LNK2019: unresolved external symbol _dgesdd referenced in function "void __cdecl boost::numeric::bindings::lapack::detail::gesdd(char,int,int,double *,int,double *,double *,int,double *,int,double *,int,double *,int *,int *)" (?gesdd@detail@lapack@bindings@numeric@boost@@YAXDHHPANH00H0H0H0PAH1@Z)
1>C:\Dokumente und Einstellungen\jianshuzhang\Eigene Dateien\Visual Studio 2008\Projects\svd\Debug\svd.exe : fatal error LNK1120: 1 unresolved externals


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