diff --git a/doc/examples/TutorialLinAlgSetThreshold.cpp b/doc/examples/TutorialLinAlgSetThreshold.cpp
new file mode 100644
index 0000000..3956b13
--- /dev/null
+++ b/doc/examples/TutorialLinAlgSetThreshold.cpp
@@ -0,0 +1,16 @@
+#include <iostream>
+#include <Eigen/Dense>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+   Matrix2d A;
+   A << 2, 1,
+        2, 0.9999999999;
+   FullPivLU<Matrix2d> lu(A);
+   cout << "By default, the rank of A is found to be " << lu.rank() << endl;
+   lu.setThreshold(1e-5);
+   cout << "With threshold 1e-5, the rank of A is found to be " << lu.rank() << endl;
+}