RealQZ: added example and some code comments

1 files changed, 17 insertions, 0 deletions

diff --git a/doc/snippets/RealQZ_compute.cpp b/doc/snippets/RealQZ_compute.cpp
new file mode 100644
index 000000000..a18da42e8
--- /dev/null
+++ b/doc/snippets/RealQZ_compute.cpp
@@ -0,0 +1,17 @@
+MatrixXf A = MatrixXf::Random(4,4);
+MatrixXf B = MatrixXf::Random(4,4);
+RealQZ<MatrixXf> qz(4); // preallocate space for 4x4 matrices
+qz.compute(A,B);  // A = Q S Z,  B = Q T Z
+
+// print original matrices and result of decomposition
+cout << "A:\n" << A << "\n" << "B:\n" << B << "\n";
+cout << "S:\n" << qz.matrixS() << "\n" << "T:\n" << qz.matrixT() << "\n";
+cout << "Q:\n" << qz.matrixQ() << "\n" << "Z:\n" << qz.matrixZ() << "\n";
+
+// verify precision
+cout << "\nErrors:"
+  << "\n|A-QSZ|: " << (A-qz.matrixQ()*qz.matrixS()*qz.matrixZ()).norm()
+  << ", |B-QTZ|: " << (B-qz.matrixQ()*qz.matrixT()*qz.matrixZ()).norm()
+  << "\n|QQ* - I|: " << (qz.matrixQ()*qz.matrixQ().adjoint() - MatrixXf::Identity(4,4)).norm()
+  << ", |ZZ* - I|: " << (qz.matrixZ()*qz.matrixZ().adjoint() - MatrixXf::Identity(4,4)).norm()
+  << "\n";