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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:
----------------------------------

    Attachment: MATH-1004.patch

Attached a patch with the following changes:

 * added MatrixUtils.inverse(DiagonalMatrix)
 * added MathArrays.checkNonZero(double[])
 * added unit tests

I think MatrixUtils is a good place for this new function as there is already a 
blockInverse method.
                
> 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
>            Priority: Minor
>         Attachments: MATH-1004.patch
>
>
> This should be a very easy feature to add and has many applications. 

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