Trying to get Eigenvalues using Math.Net / Error with Complex


I need to compute the eigenvalues of a Matrix. On Stackoverflow, I found that the following lines of Code would work:

Matrix<double> processedData = Matrix<double>.Build.Random(5,5);
Evd<double> eigen = processedData.Evd();
Vector<Complex> eigenvector = eigen.EigenValues;

I tried to include the following and many others: 

using MathNet.Numerics
using MathNet.Numerics.LinearAlgebra
using MathNet.Numerics.LinearAlgebra.Factorization

Still I get the error: 'the type or namespace 'Complex' could not be found...'

Has anyone worked with eigenvalues / Complex Vectors and could help me please? 

Thank you!







Update Backtest

Update Backtest


The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


This discussion is closed