Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/doc/examples/TutorialLinAlgSVDSolve.cpp b/doc/examples/TutorialLinAlgSVDSolve.cpp
new file mode 100644
index 0000000..9fbc031
--- /dev/null
+++ b/doc/examples/TutorialLinAlgSVDSolve.cpp
@@ -0,0 +1,15 @@
+#include <iostream>
+#include <Eigen/Dense>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+   MatrixXf A = MatrixXf::Random(3, 2);
+   cout << "Here is the matrix A:\n" << A << endl;
+   VectorXf b = VectorXf::Random(3);
+   cout << "Here is the right hand side b:\n" << b << endl;
+   cout << "The least-squares solution is:\n"
+        << A.jacobiSvd(ComputeThinU | ComputeThinV).solve(b) << endl;
+}