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https://issues.apache.org/jira/browse/MATH-1004?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart updated MATH-1004:
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    Attachment: MATH-1004_updated.diff

Attached an updated patch.

I decided to use QRDecomposition which is supposed to be more stable than 
LUDecomposition.

The patch does not yet include the unit tests from the other patch, but if this 
patch is accepted, I will merge them together.

> Inversion of diagonal matrix
> ----------------------------
>
>                 Key: MATH-1004
>                 URL: https://issues.apache.org/jira/browse/MATH-1004
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Ajo Fod
>            Assignee: Thomas Neidhart
>            Priority: Minor
>         Attachments: MATH-1004.patch, MATH-1004_updated.diff
>
>
> This should be a very easy feature to add and has many applications. 



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