public DenseMatrixComplex smallestEigPositiveDefinite(ref SparseMatrixComplex A, ref SparseMatrixComplex B, ref DenseMatrixComplex x)
{
LinearSystemGenericByLib.Instance.FactorizationLU(ref A);
int n = A.Length();
DenseMatrixComplex e = new DenseMatrixComplex(n, 1);
e.Fill(new Complex(1, 0));
Complex dot = e.Dot(B * e);
double norm = Math.Sqrt(dot.Norm());
e /= new Complex(norm, 0);
//Iteratation
for (int i = 0; i < MaxEigIter; i++)
{
x = B * x;
x = LinearSystemGenericByLib.Instance.SolveByFactorizedLU(ref x);
x -= x.Dot(B * e) * e;
double newNorm = Math.Sqrt(x.Dot(B * x).Norm());
x /= new Complex(newNorm, 0);
}
LinearSystemGenericByLib.Instance.FreeSolverLUComplex();
return(x);
}
