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_step_by_step.cpp b/doc/snippets/BiCGSTAB_step_by_step.cpp
new file mode 100644
index 0000000..06147bb
--- /dev/null
+++ b/doc/snippets/BiCGSTAB_step_by_step.cpp
@@ -0,0 +1,14 @@
+  int n = 10000;
+  VectorXd x(n), b(n);
+  SparseMatrix<double> A(n,n);
+  /* ... fill A and b ... */ 
+  BiCGSTAB<SparseMatrix<double> > solver(A);
+  // start from a random solution
+  x = VectorXd::Random(n);
+  solver.setMaxIterations(1);
+  int i = 0;
+  do {
+    x = solver.solveWithGuess(b,x);
+    std::cout << i << " : " << solver.error() << std::endl;
+    ++i;
+  } while (solver.info()!=Success && i<100);
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