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

   1 typedef Matrix<double, 5, 3> Matrix5x3;
   2 typedef Matrix<double, 5, 5> Matrix5x5;
   3 Matrix5x3 m = Matrix5x3::Random();
   4 cout << "Here is the matrix m:" << endl << m << endl;
   5 Eigen::FullPivLU<Matrix5x3> lu(m);
   6 cout << "Here is, up to permutations, its LU decomposition matrix:"
   7      << endl << lu.matrixLU() << endl;
   8 cout << "Here is the L part:" << endl;
   9 Matrix5x5 l = Matrix5x5::Identity();
  10 l.block<5,3>(0,0).triangularView<StrictlyLower>() = lu.matrixLU();
  11 cout << l << endl;
  12 cout << "Here is the U part:" << endl;
  13 Matrix5x3 u = lu.matrixLU().triangularView<Upper>();
  14 cout << u << endl;
  15 cout << "Let us now reconstruct the original matrix m:" << endl;
  16 cout << lu.permutationP().inverse() * l * u * lu.permutationQ().inverse() << endl;