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/class_FullPivLU.cpp b/doc/snippets/class_FullPivLU.cpp
new file mode 100644
index 0000000..fce7fac
--- /dev/null
+++ b/doc/snippets/class_FullPivLU.cpp
@@ -0,0 +1,16 @@
+typedef Matrix<double, 5, 3> Matrix5x3;
+typedef Matrix<double, 5, 5> Matrix5x5;
+Matrix5x3 m = Matrix5x3::Random();
+cout << "Here is the matrix m:" << endl << m << endl;
+Eigen::FullPivLU<Matrix5x3> lu(m);
+cout << "Here is, up to permutations, its LU decomposition matrix:"
+ << endl << lu.matrixLU() << endl;
+cout << "Here is the L part:" << endl;
+Matrix5x5 l = Matrix5x5::Identity();
+l.block<5,3>(0,0).triangularView<StrictlyLower>() = lu.matrixLU();
+cout << l << endl;
+cout << "Here is the U part:" << endl;
+Matrix5x3 u = lu.matrixLU().triangularView<Upper>();
+cout << u << endl;
+cout << "Let us now reconstruct the original matrix m:" << endl;
+cout << lu.permutationP().inverse() * l * u * lu.permutationQ().inverse() << endl;