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author | Jitse Niesen <jitse@maths.leeds.ac.uk> | 2011-11-07 17:14:06 +0000 |
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committer | Jitse Niesen <jitse@maths.leeds.ac.uk> | 2011-11-07 17:14:06 +0000 |
commit | 45a6bb34c3e67c865b489518767eadf747d391d7 (patch) | |
tree | 2a27bfd03741e4e261fe6244740ffc7034fd37a1 /doc/snippets/LLT_example.cpp | |
parent | f422668d39c51a7281e55404cfed4a262747eb51 (diff) |
Add simple example on how to compute Cholesky decomposition.
Diffstat (limited to 'doc/snippets/LLT_example.cpp')
-rw-r--r-- | doc/snippets/LLT_example.cpp | 12 |
1 files changed, 12 insertions, 0 deletions
diff --git a/doc/snippets/LLT_example.cpp b/doc/snippets/LLT_example.cpp new file mode 100644 index 000000000..46fb40704 --- /dev/null +++ b/doc/snippets/LLT_example.cpp @@ -0,0 +1,12 @@ +MatrixXd A(3,3); +A << 4,-1,2, -1,6,0, 2,0,5; +cout << "The matrix A is" << endl << A << endl; + +LLT<MatrixXd> lltOfA(A); // compute the Cholesky decomposition of A +MatrixXd L = lltOfA.matrixL(); // retrieve factor L in the decomposition +// The previous two lines can also be written as "L = A.llt().matrixL()" + +cout << "The Cholesky factor L is" << endl << L << endl; +cout << "To check this, let us compute L * L.transpose()" << endl; +cout << L * L.transpose() << endl; +cout << "This should equal the matrix A" << endl; |