solve eigen system in c#

[C# Programming]

hi,

i am new to this type of implementation what i need to solve is:

[gevec,geval] = eig(inv(S) * C); (this in matlab, i wish to do it in c#)

where S and c are 2-d matrices i have computed the value for.

Please let me know how can i solve this. Is there any library that can be of help...

Thanks...