compile_Tridiagonalization_compute.cpp

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#include <Eigen/Core>
#include <Eigen/LU>
#include <Eigen/QR>
#include <Eigen/Cholesky>
#include <Eigen/Geometry>
#include <Eigen/Jacobi>
#include <Eigen/Eigenvalues>
#include <iostream>

using namespace Eigen;
using namespace std;

int main(int, char**)
{
  cout.precision(3);
  Tridiagonalization<MatrixXf> tri;
MatrixXf X = MatrixXf::Random(4,4);
MatrixXf A = X + X.transpose();
tri.compute(A);
cout << "The matrix T in the tridiagonal decomposition of A is: " << endl;
cout << tri.matrixT() << endl;
tri.compute(2*A); // re-use tri to compute eigenvalues of 2A
cout << "The matrix T in the tridiagonal decomposition of 2A is: " << endl;
cout << tri.matrixT() << endl;

  return 0;
}