/// <summary>
/// eigenvalues and eigenvectors for symmetric matrix.
/// </summary>
/// <returns></returns>
public SAEigenSolverResult SymmetricEigen()
{
double[] realValues = new double[Rows];
double[] realEigenvectors = new double[Rows * Cols];
EigenDenseUtilities.SelfAdjointEigenSolver(GetValues(), Rows, realValues, realEigenvectors);
return(new SAEigenSolverResult(new VectorXD(realValues), new MatrixXD(realEigenvectors, Rows, Cols)));
}