Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3
Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/doc/examples/TutorialInplaceLU.cpp b/doc/examples/TutorialInplaceLU.cpp
new file mode 100644
index 0000000..cb9c59b
--- /dev/null
+++ b/doc/examples/TutorialInplaceLU.cpp
@@ -0,0 +1,61 @@
+#include <iostream>
+struct init {
+ init() { std::cout << "[" << "init" << "]" << std::endl; }
+};
+init init_obj;
+// [init]
+#include <iostream>
+#include <Eigen/Dense>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+ MatrixXd A(2,2);
+ A << 2, -1, 1, 3;
+ cout << "Here is the input matrix A before decomposition:\n" << A << endl;
+cout << "[init]" << endl;
+
+cout << "[declaration]" << endl;
+ PartialPivLU<Ref<MatrixXd> > lu(A);
+ cout << "Here is the input matrix A after decomposition:\n" << A << endl;
+cout << "[declaration]" << endl;
+
+cout << "[matrixLU]" << endl;
+ cout << "Here is the matrix storing the L and U factors:\n" << lu.matrixLU() << endl;
+cout << "[matrixLU]" << endl;
+
+cout << "[solve]" << endl;
+ MatrixXd A0(2,2); A0 << 2, -1, 1, 3;
+ VectorXd b(2); b << 1, 2;
+ VectorXd x = lu.solve(b);
+ cout << "Residual: " << (A0 * x - b).norm() << endl;
+cout << "[solve]" << endl;
+
+cout << "[modifyA]" << endl;
+ A << 3, 4, -2, 1;
+ x = lu.solve(b);
+ cout << "Residual: " << (A0 * x - b).norm() << endl;
+cout << "[modifyA]" << endl;
+
+cout << "[recompute]" << endl;
+ A0 = A; // save A
+ lu.compute(A);
+ x = lu.solve(b);
+ cout << "Residual: " << (A0 * x - b).norm() << endl;
+cout << "[recompute]" << endl;
+
+cout << "[recompute_bis0]" << endl;
+ MatrixXd A1(2,2);
+ A1 << 5,-2,3,4;
+ lu.compute(A1);
+ cout << "Here is the input matrix A1 after decomposition:\n" << A1 << endl;
+cout << "[recompute_bis0]" << endl;
+
+cout << "[recompute_bis1]" << endl;
+ x = lu.solve(b);
+ cout << "Residual: " << (A1 * x - b).norm() << endl;
+cout << "[recompute_bis1]" << endl;
+
+}