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/LLT_example.cpp b/doc/snippets/LLT_example.cpp
new file mode 100644
index 0000000..46fb407
--- /dev/null
+++ b/doc/snippets/LLT_example.cpp
@@ -0,0 +1,12 @@
+MatrixXd A(3,3);
+A << 4,-1,2, -1,6,0, 2,0,5;
+cout << "The matrix A is" << endl << A << endl;
+
+LLT<MatrixXd> lltOfA(A); // compute the Cholesky decomposition of A
+MatrixXd L = lltOfA.matrixL(); // retrieve factor L in the decomposition
+// The previous two lines can also be written as "L = A.llt().matrixL()"
+
+cout << "The Cholesky factor L is" << endl << L << endl;
+cout << "To check this, let us compute L * L.transpose()" << endl;
+cout << L * L.transpose() << endl;
+cout << "This should equal the matrix A" << endl;