For SVD of m x n matrix with, add option to only compute only first min(m,n) columns of U and V (i.e., left and right singular vectors)

[mjmckp]

This is necessary for PCA, where m >> n and only the first n columns of U are required (if at all). Matlab does this (http://www.mathworks.com.au/help/matlab/ref/svd.html), as does NAG (http://www.nag.com/numeric/MB/manual64_24_1/html/F08/f08kbf.html).