ground/gcs/src/libs/eigen/doc/snippets/LLT_example.cpp

   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;