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);
}
}
}