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_solve.cpp b/doc/snippets/LLT_solve.cpp
new file mode 100644
index 0000000..7095d2c
--- /dev/null
+++ b/doc/snippets/LLT_solve.cpp
@@ -0,0 +1,8 @@
+typedef Matrix<float,Dynamic,2> DataMatrix;
+// let's generate some samples on the 3D plane of equation z = 2x+3y (with some noise)
+DataMatrix samples = DataMatrix::Random(12,2);
+VectorXf elevations = 2*samples.col(0) + 3*samples.col(1) + VectorXf::Random(12)*0.1;
+// and let's solve samples * [x y]^T = elevations in least square sense:
+Matrix<float,2,1> xy
+ = (samples.adjoint() * samples).llt().solve((samples.adjoint()*elevations));
+cout << xy << endl;