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

   1 MatrixXd X = MatrixXd::Random(5,5);
   2 MatrixXd A = X + X.transpose();
   3 cout << "Here is a random symmetric 5x5 matrix:" << endl << A << endl << endl;
   4
   5 VectorXd diag(5);
   6 VectorXd subdiag(4);
   7 internal::tridiagonalization_inplace(A, diag, subdiag, true);
   8 cout << "The orthogonal matrix Q is:" << endl << A << endl;
   9 cout << "The diagonal of the tridiagonal matrix T is:" << endl << diag << endl;
  10 cout << "The subdiagonal of the tridiagonal matrix T is:" << endl << subdiag << endl;