fix the broken GMM

src/shogun/distributions/Gaussian.cpp

@@ -13,6 +13,7 @@
 #include <shogun/base/Parameter.h>
 #include <shogun/distributions/Gaussian.h>
 #include <shogun/mathematics/Math.h>
+#include <shogun/mathematics/eigen3.h>
 #include <shogun/mathematics/lapack.h>
 #include <shogun/mathematics/linalg/LinalgNamespace.h>
 
@@ -348,19 +349,28 @@ void CGaussian::register_params()
 
 void CGaussian::decompose_cov(SGMatrix<float64_t> cov)
 {
+	SG_PRINT("decompose_cov been called");
 	switch (m_cov_type)
 	{
 	case FULL:
+	{
 		m_u = SGMatrix<float64_t>(cov.num_rows, cov.num_rows);
-		sg_memcpy(
-		    m_u.matrix, cov.matrix,
-		    sizeof(float64_t) * cov.num_rows * cov.num_rows);
-
-		m_d.vector = cov.get_diagonal_vector();
-		m_d.vlen = cov.num_rows;
-		m_u.num_rows = cov.num_rows;
-		m_u.num_cols = cov.num_rows;
+		m_u = cov.clone();
+		m_d = SGVector<float64_t>(cov.num_rows);
+#ifdef HAVE_LAPACK
+		m_d.vector = SGMatrix<float64_t>::compute_eigenvectors(
+		    m_u.matrix, cov.num_rows, cov.num_rows);
+#else
+		// TODO add eigenvectors computeation
+		typename SGMatrix<float64_t>::EigenMatrixXtMap eig = m_u;
+		typename SGVector<float64_t>::EigenVectorXtMap eigenvalues_eig = m_d;
+
+		Eigen::EigenSolver<typename SGMatrix<float64_t>::EigenMatrixXt> solver(
+		    eig);
+		eigenvalues_eig = solver.eigenvalues().real();
+#endif
 		break;
+	}
 	case DIAG:
 		m_d = SGVector<float64_t>(cov.num_rows);
 		for (int32_t i = 0; i < cov.num_rows; i++)