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/JacobiSVD_basic.cpp b/doc/snippets/JacobiSVD_basic.cpp
new file mode 100644
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--- /dev/null
+++ b/doc/snippets/JacobiSVD_basic.cpp
@@ -0,0 +1,9 @@
+MatrixXf m = MatrixXf::Random(3,2);
+cout << "Here is the matrix m:" << endl << m << endl;
+JacobiSVD<MatrixXf> svd(m, ComputeThinU | ComputeThinV);
+cout << "Its singular values are:" << endl << svd.singularValues() << endl;
+cout << "Its left singular vectors are the columns of the thin U matrix:" << endl << svd.matrixU() << endl;
+cout << "Its right singular vectors are the columns of the thin V matrix:" << endl << svd.matrixV() << endl;
+Vector3f rhs(1, 0, 0);
+cout << "Now consider this rhs vector:" << endl << rhs << endl;
+cout << "A least-squares solution of m*x = rhs is:" << endl << svd.solve(rhs) << endl;