Add simple example on how to compute Cholesky decomposition.

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;