Document SelfAdjointEigenSolver and add examples.

This commit is contained in:
Jitse Niesen
2010-05-04 17:11:32 +01:00
parent 6ea6276f20
commit 2d74f1ac92
10 changed files with 317 additions and 35 deletions

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MatrixXd X = MatrixXd::Random(4,4);
MatrixXd A = X * X.transpose();
cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl;
SelfAdjointEigenSolver<MatrixXd> es(A);
MatrixXd sqrtA = es.operatorSqrt();
cout << "The square root of A is: " << endl << sqrtA << endl;
cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl;