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/SelfAdjointEigenSolver_operatorSqrt.cpp b/doc/snippets/SelfAdjointEigenSolver_operatorSqrt.cpp
new file mode 100644
index 0000000..eeacca7
--- /dev/null
+++ b/doc/snippets/SelfAdjointEigenSolver_operatorSqrt.cpp
@@ -0,0 +1,8 @@
+MatrixXd X = MatrixXd::Random(4,4);
+MatrixXd A = X * X.transpose();
+cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl;
+
+SelfAdjointEigenSolver<MatrixXd> es(A);
+MatrixXd sqrtA = es.operatorSqrt();
+cout << "The square root of A is: " << endl << sqrtA << endl;
+cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl;