initial commit

third_party/eigen/doc/snippets/Tridiagonalization_compute.cpp

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+Tridiagonalization<MatrixXf> tri;
+MatrixXf X = MatrixXf::Random(4, 4);
+MatrixXf A = X + X.transpose();
+tri.compute(A);
+cout << "The matrix T in the tridiagonal decomposition of A is: " << endl;
+cout << tri.matrixT() << endl;
+tri.compute(2 * A);  // re-use tri to compute eigenvalues of 2A
+cout << "The matrix T in the tridiagonal decomposition of 2A is: " << endl;
+cout << tri.matrixT() << endl;