public FullPivLUResult FullPivLU()
{
double[] l = new double[Rows * Rows];
double[] u = new double[Rows * Cols];
double[] p = new double[Rows * Rows];
double[] q = new double[Cols * Cols];
EigenDenseUtilities.FullPivLU(GetValues(), Rows, Cols, l, u, p, q);
var L = new MatrixXD(l, Rows, Rows);
L.SetDiag(1.0);
return(new FullPivLUResult(L,
new MatrixXD(u, Rows, Cols),
new MatrixXD(p, Rows, Rows),
new MatrixXD(q, Cols, Cols)));
}