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/snippets/ComplexEigenSolver_compute.cpp b/doc/snippets/ComplexEigenSolver_compute.cpp
new file mode 100644
index 0000000..11d6bd3
--- /dev/null
+++ b/doc/snippets/ComplexEigenSolver_compute.cpp
@@ -0,0 +1,16 @@
+MatrixXcf A = MatrixXcf::Random(4,4);
+cout << "Here is a random 4x4 matrix, A:" << endl << A << endl << endl;
+
+ComplexEigenSolver<MatrixXcf> ces;
+ces.compute(A);
+cout << "The eigenvalues of A are:" << endl << ces.eigenvalues() << endl;
+cout << "The matrix of eigenvectors, V, is:" << endl << ces.eigenvectors() << endl << endl;
+
+complex<float> lambda = ces.eigenvalues()[0];
+cout << "Consider the first eigenvalue, lambda = " << lambda << endl;
+VectorXcf v = ces.eigenvectors().col(0);
+cout << "If v is the corresponding eigenvector, then lambda * v = " << endl << lambda * v << endl;
+cout << "... and A * v = " << endl << A * v << endl << endl;
+
+cout << "Finally, V * D * V^(-1) = " << endl
+     << ces.eigenvectors() * ces.eigenvalues().asDiagonal() * ces.eigenvectors().inverse() << endl;