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