/// <summary>
/// eigenvalues and eigenvectros.
/// </summary>
/// <returns></returns>
public EigenSolverResult Eigen()
{
double[] realValues = new double[Rows];
double[] imagValues = new double[Rows];
double[] realEigenvectors = new double[Rows * Cols];
double[] imagEigenvectors = new double[Rows * Cols];
EigenDenseUtilities.EigenSolver(GetValues(), Rows, realValues, imagValues, realEigenvectors, imagEigenvectors);
return(new EigenSolverResult(new VectorXCD(realValues, imagValues), new MatrixXCD(realEigenvectors, imagEigenvectors, Rows, Cols)));
}