encog/encog-java-core — pull request #110 by leanto (2012-05-28 22:35:02+00:00)
Title: Fix issue 105 eigenvalue decomposition

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.