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/snippets/BiCGSTAB_simple.cpp b/doc/snippets/BiCGSTAB_simple.cpp
new file mode 100644
index 0000000..5520f4f
--- /dev/null
+++ b/doc/snippets/BiCGSTAB_simple.cpp
@@ -0,0 +1,11 @@
+  int n = 10000;
+  VectorXd x(n), b(n);
+  SparseMatrix<double> A(n,n);
+  /* ... fill A and b ... */ 
+  BiCGSTAB<SparseMatrix<double> > solver;
+  solver.compute(A);
+  x = solver.solve(b);
+  std::cout << "#iterations:     " << solver.iterations() << std::endl;
+  std::cout << "estimated error: " << solver.error()      << std::endl;
+  /* ... update b ... */
+  x = solver.solve(b); // solve again
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