1 Tridiagonalization
<MatrixXf
> tri
;
2 MatrixXf X
= MatrixXf::Random(4,4);
3 MatrixXf A
= X
+ X
.transpose();
5 cout
<< "The matrix T in the tridiagonal decomposition of A is: " << endl
;
6 cout
<< tri
.matrixT() << endl
;
7 tri
.compute(2*A
); // re-use tri to compute eigenvalues of 2A
8 cout
<< "The matrix T in the tridiagonal decomposition of 2A is: " << endl
;
9 cout
<< tri
.matrixT() << endl
;