| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 1 | MatrixXd A(3,3); |
| 2 | A << 4,-1,2, -1,6,0, 2,0,5; |
| 3 | cout << "The matrix A is" << endl << A << endl; |
| 4 | |
| 5 | LLT<MatrixXd> lltOfA(A); // compute the Cholesky decomposition of A |
| 6 | MatrixXd L = lltOfA.matrixL(); // retrieve factor L in the decomposition |
| 7 | // The previous two lines can also be written as "L = A.llt().matrixL()" |
| 8 | |
| 9 | cout << "The Cholesky factor L is" << endl << L << endl; |
| 10 | cout << "To check this, let us compute L * L.transpose()" << endl; |
| 11 | cout << L * L.transpose() << endl; |
| 12 | cout << "This should equal the matrix A" << endl; |