| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 1 | typedef Matrix<double, 5, 3> Matrix5x3; |
| 2 | typedef Matrix<double, 5, 5> Matrix5x5; |
| 3 | Matrix5x3 m = Matrix5x3::Random(); |
| 4 | cout << "Here is the matrix m:" << endl << m << endl; |
| 5 | Eigen::FullPivLU<Matrix5x3> lu(m); |
| 6 | cout << "Here is, up to permutations, its LU decomposition matrix:" |
| 7 | << endl << lu.matrixLU() << endl; |
| 8 | cout << "Here is the L part:" << endl; |
| 9 | Matrix5x5 l = Matrix5x5::Identity(); |
| 10 | l.block<5,3>(0,0).triangularView<StrictlyLower>() = lu.matrixLU(); |
| 11 | cout << l << endl; |
| 12 | cout << "Here is the U part:" << endl; |
| 13 | Matrix5x3 u = lu.matrixLU().triangularView<Upper>(); |
| 14 | cout << u << endl; |
| 15 | cout << "Let us now reconstruct the original matrix m:" << endl; |
| 16 | cout << lu.permutationP().inverse() * l * u * lu.permutationQ().inverse() << endl; |