initial commit

third_party/eigen/doc/snippets/Tridiagonalization_diagonal.cpp

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+MatrixXcd X = MatrixXcd::Random(4, 4);
+MatrixXcd A = X + X.adjoint();
+cout << "Here is a random self-adjoint 4x4 matrix:" << endl << A << endl << endl;
+
+Tridiagonalization<MatrixXcd> triOfA(A);
+MatrixXd T = triOfA.matrixT();
+cout << "The tridiagonal matrix T is:" << endl << T << endl << endl;
+
+cout << "We can also extract the diagonals of T directly ..." << endl;
+VectorXd diag = triOfA.diagonal();
+cout << "The diagonal is:" << endl << diag << endl;
+VectorXd subdiag = triOfA.subDiagonal();
+cout << "The subdiagonal is:" << endl << subdiag << endl;