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/TutorialLinAlgSelfAdjointEigenSolver.cpp b/doc/examples/TutorialLinAlgSelfAdjointEigenSolver.cpp
new file mode 100644
index 0000000..8d1d1ed
--- /dev/null
+++ b/doc/examples/TutorialLinAlgSelfAdjointEigenSolver.cpp
@@ -0,0 +1,18 @@
+#include <iostream>
+#include <Eigen/Dense>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+   Matrix2f A;
+   A << 1, 2, 2, 3;
+   cout << "Here is the matrix A:\n" << A << endl;
+   SelfAdjointEigenSolver<Matrix2f> eigensolver(A);
+   if (eigensolver.info() != Success) abort();
+   cout << "The eigenvalues of A are:\n" << eigensolver.eigenvalues() << endl;
+   cout << "Here's a matrix whose columns are eigenvectors of A \n"
+        << "corresponding to these eigenvalues:\n"
+        << eigensolver.eigenvectors() << endl;
+}