/src/main/java/net/finmath/functions/LinearAlgebra.java
eigenValues  = null.getRealEigenvalues( ) ;
eigenValues  = eigenDecomp.getRealEigenvalues ( ) ;
final SingularValueDecomposition svd = new SingularValueDecomposition(new Array2DRowRealMatrix(correlationMatrix)); eigenValues = svd.getSingularValues(); eigenVectorMatrix = svd.getV().getData(); } else { final EigenDecomposition eigenDecomp = new EigenDecomposition(new Array2DRowRealMatrix(correlationMatrix, false)); <extra_id_0> eigenVectorMatrix = eigenDecomp.getV().getData(); } class EigenValueIndex implements Comparable<EigenValueIndex> { private final int index; private final Double value; EigenValueIndex(final int index, final double value) {