LDA.cpp eigennized

I have changed the LAPACK codes into EIGEN3 for the binary classification through LDA.
Really how you do this here! Guess that was also quite insightful? At least for me :)
One thing. Could you try to not allocate so many matrices? Uses lots of memory.
Rather, try to have only a few matrix objects, and then you re-use the memory once you don't need it anymore?
See what i mean?