public Vector GetEigenvalues(out Vector[] eigenvectors, out int iterations, double eps)
{
eigenvectors = new Vector[this.n];
Vector eigenvalues = null;
iterations = 0;
if (this.IsQuadratic)
{
Matrix currentMatrix = new Matrix(this);
Matrix eigenVectorsMatrix = Matrix.IndentityMatrix(this.n);
while (!currentMatrix.IsDiagonal(eps))
{
int i, j;
currentMatrix.GetMaxElement(out i, out j);
double p = 2 * currentMatrix[i, j];
double q = currentMatrix[i, i] - currentMatrix[j, j];
double d = Math.Sqrt(p * p + q * q);
double c = Math.Sqrt(2) / 2;
double s = Math.Sqrt(2) / 2;
if (Math.Abs(q) > eps)
{
double r = Math.Abs(q) / (2 * d);
c = Math.Sqrt(0.5 + r);
s = Math.Sqrt(0.5 - r) * Math.Sign(p * q);
}
currentMatrix = MultiplyJacobiLeftAndRightMatrices(currentMatrix, c, s, i, j);
eigenVectorsMatrix = MultiplyJacobiRightMatrix(eigenVectorsMatrix, c, s, i, j);
iterations++;
}
eigenvalues = new Vector(this.m);
for (int i = 0; i < this.m; i++)
{
eigenvalues[i] = currentMatrix[i, i];
eigenvectors[i] = new Vector(this.n);
for (int j = 0; j < this.n; j++)
{
eigenvectors[i][j] = eigenVectorsMatrix[j, i];
}
}
}
return(eigenvalues);
}