1 files changed, 16 insertions, 0 deletions
diff --git a/doc/snippets/SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp b/doc/snippets/SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp
new file mode 100644
index 000000000..f05d67da3
--- /dev/null
+++ b/doc/snippets/SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp
@@ -0,0 +1,16 @@
+MatrixXd X = MatrixXd::Random(5,5);
+MatrixXd A = X + X.transpose();
+cout << "Here is a random symmetric matrix, A:" << endl << A << endl;
+X = MatrixXd::Random(5,5);
+MatrixXd B = X * X.transpose();
+cout << "and a random postive-definite matrix, B:" << endl << B << endl << endl;
+
+SelfAdjointEigenSolver<MatrixXd> es(A,B);
+cout << "The eigenvalues of the pencil (A,B) 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 A * v = " << endl << A * v << endl;
+cout << "... and lambda * B * v = " << endl << lambda * B * v << endl << endl;