First develop commit. Adding all existing files.

test/math/Eigenvalues.java

@@ -0,0 +1,40 @@
+package math;
+
+import math.matrix.EigenvalueDecomposition;
+import math.matrix.Matrix;
+import exception.IllegalDimensionException;
+
+/**
+ * Test client for computing eigenvalues and eigenvectors of a real
+ * symmetric matrix A = V D V^T.
+ */
+public class Eigenvalues {
+   public static void main(String[] args) throws IllegalDimensionException { 
+      int N = 5;
+
+      // create a symmetric positive definite matrix
+      Matrix A = Matrix.random(N, N);
+      A = A.transpose().times(A);
+
+      // compute the spectral decomposition
+      EigenvalueDecomposition e = A.eig();
+      Matrix V = e.getV();
+      Matrix D = e.getD();
+
+      System.out.print("A =");
+      A.print(9, 6);
+      System.out.print("D =");
+      D.print(9, 6);
+      System.out.print("V =");
+      V.print(9, 6);
+
+      // check that V is orthogonal
+      System.out.print("||V * V^T - I|| = ");
+      System.out.println(V.times(V.transpose()).minus(Matrix.identity(N, N)).normInf());
+
+      // check that A V = D V
+      System.out.print("||AV - DV|| = ");
+      System.out.println(A.times(V).minus(V.times(D)).normInf());
+   }
+
+}