Fixed failing tests.

Source of failure was MATH-1355: "EigenDecomposition" was assuming that a diagonal matrix could be made non-diagonal.
Added a utility method that creates a dense matrix from an array specifying its diagonal elements.

src/main/java/org/apache/commons/math4/linear/EigenDecomposition.java

@@ -189,7 +189,7 @@ public class EigenDecomposition {
 
         if (cachedD == null) {
             // cache the matrix for subsequent calls
-            cachedD = MatrixUtils.createRealDiagonalMatrix(realEigenvalues);
+            cachedD = MatrixUtils.createRealMatrixWithDiagonal(realEigenvalues);
 
             for (int i = 0; i < imagEigenvalues.length; i++) {
                 if (Precision.compareTo(imagEigenvalues[i], 0.0, EPSILON) > 0) {

src/main/java/org/apache/commons/math4/linear/MatrixUtils.java

@@ -210,12 +210,31 @@ public class MatrixUtils {
      * The array elements will be copied.
      * @return a diagonal matrix instance.
      *
+     * @see #createRealMatrixWithDiagonal(double[])
      * @since 2.0
      */
     public static DiagonalMatrix createRealDiagonalMatrix(final double[] diagonal) {
         return new DiagonalMatrix(diagonal, true);
     }
 
+    /**
+     * Creates a dense matrix with the specified diagonal elements.
+     *
+     * @param diagonal Diagonal elements of the matrix.
+     * @return a matrix instance.
+     *
+     * @see #createRealDiagonalMatrix(double[])
+     * @since 4.0
+     */
+    public static RealMatrix createRealMatrixWithDiagonal(final double[] diagonal) {
+        final int size = diagonal.length;
+        final RealMatrix m = createRealMatrix(size, size);
+        for (int i = 0; i < size; i++) {
+            m.setEntry(i, i, diagonal[i]);
+        }
+        return m;
+    }
+
     /**
      * Returns a diagonal matrix with specified elements.
      *