HGLET, LP-HGLET bug fixes and improvments

Various bug fixes mainly in HGLET and LP-HGLET related functions including the input argument to the function eigen. This was due to the new use of the Diagonal function instead of the diagm function to generate a diagonal matrix. Let v be a vector of diagonal entries, and let W be a matrix in a sparse matrix format (e.g., SparseMatrixCSC{Float64, Int64}). Then Diagonal(v)-W retains the sparse matrix format whereas diagm(v)-W becomes a full (regular) matrix object. Since we prefer Diagonal for its efficiency over diagm, we must take care of the input argument to the eigen function that does not accept a matrix in the sparse matrix format.