initial commit

third_party/eigen/doc/snippets/Tridiagonalization_decomposeInPlace.cpp

@@ -0,0 +1,12 @@
+MatrixXd X = MatrixXd::Random(5, 5);
+MatrixXd A = X + X.transpose();
+cout << "Here is a random symmetric 5x5 matrix:" << endl << A << endl << endl;
+
+VectorXd diag(5);
+VectorXd subdiag(4);
+VectorXd hcoeffs(4);  // Scratch space for householder reflector.
+VectorXd workspace(5);
+internal::tridiagonalization_inplace(A, diag, subdiag, hcoeffs, workspace, true);
+cout << "The orthogonal matrix Q is:" << endl << A << endl;
+cout << "The diagonal of the tridiagonal matrix T is:" << endl << diag << endl;
+cout << "The subdiagonal of the tridiagonal matrix T is:" << endl << subdiag << endl;