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Diffstat (limited to 'doc/snippets')
-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; |