initial commit

third_party/eigen/doc/examples/TutorialLinAlgSetThreshold.cpp

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+#include <iostream>
+#include <Eigen/Dense>
+
+int main() {
+  Eigen::Matrix2d A;
+  A << 2, 1, 2, 0.9999999999;
+  Eigen::FullPivLU<Eigen::Matrix2d> lu(A);
+  std::cout << "By default, the rank of A is found to be " << lu.rank() << std::endl;
+  lu.setThreshold(1e-5);
+  std::cout << "With threshold 1e-5, the rank of A is found to be " << lu.rank() << std::endl;
+}