LLT_example.cpp
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1 MatrixXd A(3,3);
2 A << 4,-1,2, -1,6,0, 2,0,5;
3 cout << "The matrix A is" << endl << A << endl;
4 
5 LLT<MatrixXd> lltOfA(A); // compute the Cholesky decomposition of A
6 MatrixXd L = lltOfA.matrixL(); // retrieve factor L in the decomposition
7 // The previous two lines can also be written as "L = A.llt().matrixL()"
8 
9 cout << "The Cholesky factor L is" << endl << L << endl;
10 cout << "To check this, let us compute L * L.transpose()" << endl;
11 cout << L * L.transpose() << endl;
12 cout << "This should equal the matrix A" << endl;
MatrixXd L
Definition: LLT_example.cpp:6
MatrixXd A(3, 3)
A<< 4,-1, 2, -1, 6, 0, 2, 0, 5;cout<< "The matrix A is"<< endl<< A<< endl;LLT< MatrixXd > lltOfA(A)


gtsam
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autogenerated on Tue Jul 4 2023 02:34:33