SGMatrix<T>::compute_eigenvectors needs facelift

[karlnapf]

It assumes matrix is PSD. It outputs non-readable lapack error codes. It is impossible to read (without a degree in lapack), it is in the wrong place in Shogun (should be Math/linalg)

This should be removed and solved via #1930 and offer different modes: self-adjoint, and different ways that are more stable, such as SVD. Different tolerance levels, it should be able to deal with errors (such as first trying self-adjoint and if that doesnt work use another one, or add a number to the diagonal, etcetc)