Replace calls to the linear algebra operations by eigen3.

static SGVector<float64_t> compute_eigenvectors(SGMatrix<float64_t> matrix);

static double* compute_eigenvectors(double* matrix, int n, int m);

These are two of the methods from a header file - call to these methods need to be replaced by eigen3 like eigenvalues etc.

Any ideas or examples as to how this can be achieved?
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