Document SelfAdjointEigenSolver and add examples.

1 files changed, 17 insertions, 0 deletions

diff --git a/doc/snippets/SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp b/doc/snippets/SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp
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+++ b/doc/snippets/SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp
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+MatrixXd X = MatrixXd::Random(5,5);
+MatrixXd A = X + X.transpose();
+cout << "Here is a random symmetric 5x5 matrix, A:" << endl << A << endl << endl;
+
+SelfAdjointEigenSolver<MatrixXd> es(A);
+cout << "The eigenvalues of A are:" << endl << es.eigenvalues() << endl;
+cout << "The matrix of eigenvectors, V, is:" << endl << es.eigenvectors() << endl << endl;
+
+double lambda = es.eigenvalues()[0];
+cout << "Consider the first eigenvalue, lambda = " << lambda << endl;
+VectorXd v = es.eigenvectors().col(0);
+cout << "If v is the corresponding eigenvector, then lambda * v = " << endl << lambda * v << endl;
+cout << "... and A * v = " << endl << A * v << endl << endl;
+
+MatrixXd D = es.eigenvalues().asDiagonal();
+MatrixXd V = es.eigenvectors();
+cout << "Finally, V * D * V^(-1) = " << endl << V * D * V.inverse() << endl;