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/Tridiagonalization_diagonal.cpp b/doc/snippets/Tridiagonalization_diagonal.cpp
new file mode 100644
index 0000000..6eec821
--- /dev/null
+++ b/doc/snippets/Tridiagonalization_diagonal.cpp
@@ -0,0 +1,13 @@
+MatrixXcd X = MatrixXcd::Random(4,4);
+MatrixXcd A = X + X.adjoint();
+cout << "Here is a random self-adjoint 4x4 matrix:" << endl << A << endl << endl;
+
+Tridiagonalization<MatrixXcd> triOfA(A);
+MatrixXd T = triOfA.matrixT();
+cout << "The tridiagonal matrix T is:" << endl << T << endl << endl;
+
+cout << "We can also extract the diagonals of T directly ..." << endl;
+VectorXd diag = triOfA.diagonal();
+cout << "The diagonal is:" << endl << diag << endl; 
+VectorXd subdiag = triOfA.subDiagonal();
+cout << "The subdiagonal is:" << endl << subdiag << endl;