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(4,4);
00017 MatrixXd A = X * X.transpose();
00018 cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl;
00019
00020 SelfAdjointEigenSolver<MatrixXd> es(A);
00021 MatrixXd sqrtA = es.operatorSqrt();
00022 cout << "The square root of A is: " << endl << sqrtA << endl;
00023 cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl;
00024
00025 return 0;
00026 }