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@leanto leanto commented May 28, 2012

Optimizes the EigenvalueDecomposition class and adds a new test. The optimizations are mostly either using System.arraycopy() or Arrays.fill() instead of doing the same manually. However I also changed the code that detects symmetric matrices to be more efficient by only doing one compare for most positions and doing no compares for the diagonal.

I am not an expert at all of the math involved in this class, so I would appreciate it if someone could carefully review this change to make sure I'm not messing something up.

jeffheaton added a commit that referenced this pull request May 29, 2012
…ition

Fix issue 105 for EigenvalueDecomposition
@jeffheaton jeffheaton merged commit b4b3f61 into jeffheaton:master May 29, 2012
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Thanks, looks okay, and I will review further.

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