public static void Jacobi(MatrixR A, double tolerance, out MatrixR x, out VectorR lambda)
        {
            MatrixR AA           = A.Clone();
            int     n            = A.GetCols();
            int     maxTransform = 5 * n * n;
            MatrixR matrix       = new MatrixR(n, n);
            MatrixR R            = matrix.Identity();
            MatrixR R1           = R;
            MatrixR A1           = A;

            lambda = new VectorR(n);
            x      = R;

            double maxTerm = 0.0;
            int    I, J;

            do
            {
                maxTerm = MaxTerm(A, out I, out J);
                Transformation(A, R, I, J, out A1, out R1);
                A = A1;
                R = R1;
            }while (maxTerm > tolerance);

            x = R;
            for (int i = 0; i < n; i++)
            {
                lambda[i] = A[i, i];
            }

            for (int i = 0; i < n - 1; i++)
            {
                int    index = i;
                double d     = lambda[i];
                for (int j = i + 1; j < n; j++)
                {
                    if (lambda[j] > d)
                    {
                        index = j;
                        d     = lambda[j];
                    }
                }
                if (index != i)
                {
                    lambda = lambda.GetSwap(i, index);
                    x      = x.GetColSwap(i, index);
                }
            }
        }