Go to the documentation of this file.00001 #include <Eigen/Core>
00002 #include <Eigen/LU>
00003 #include <Eigen/QR>
00004 #include <Eigen/Cholesky>
00005 #include <Eigen/Geometry>
00006 #include <Eigen/Jacobi>
00007 #include <Eigen/Eigenvalues>
00008 #include <iostream>
00009
00010 using namespace Eigen;
00011 using namespace std;
00012
00013 int main(int, char**)
00014 {
00015 cout.precision(3);
00016 MatrixXd X = MatrixXd::Random(5,5);
00017 MatrixXd A = X + X.transpose();
00018 cout << "Here is a random symmetric 5x5 matrix:" << endl << A << endl << endl;
00019 Tridiagonalization<MatrixXd> triOfA(A);
00020 MatrixXd Q = triOfA.matrixQ();
00021 cout << "The orthogonal matrix Q is:" << endl << Q << endl;
00022 MatrixXd T = triOfA.matrixT();
00023 cout << "The tridiagonal matrix T is:" << endl << T << endl << endl;
00024 cout << "Q * T * Q^T = " << endl << Q * T * Q.transpose() << endl;
00025
00026 return 0;
00027 }