The implementation is now based on the very fast and accurate dqd/dqds algorithm.
It is faster than Jama for all dimensions and speed gain increases with dimensions.
The gain is about 30% below dimension 100, about 50% around dimension 250 and about
65% for dimensions around 700.
It is also possible to compute only eigenvalues (and hence saving computation of
eigenvectors, thus even increasing the speed gain).
JIRA: MATH-220
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@721203 13f79535-47bb-0310-9956-ffa450edef68
Luc Maisonobe
Niall Pemberton
Rahul Akolkar
Henri Yandell
Stephen Colebourne