Add simple example on how to compute Cholesky decomposition.

This commit is contained in:
Jitse Niesen
2011-11-07 17:14:06 +00:00
parent f422668d39
commit 45a6bb34c3
4 changed files with 23 additions and 3 deletions

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@@ -144,6 +144,9 @@ You need an eigendecomposition here, see available such decompositions on \ref T
Make sure to check if your matrix is self-adjoint, as is often the case in these problems. Here's an example using
SelfAdjointEigenSolver, it could easily be adapted to general matrices using EigenSolver or ComplexEigenSolver.
The computation of eigenvalues and eigenvectors does not necessarily converge, but such failure to converge is
very rare. The call to info() is to check for this possibility.
<table class="example">
<tr><th>Example:</th><th>Output:</th></tr>
<tr>