| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame^] | 1 | MatrixXd X = MatrixXd::Random(4,4); |
| 2 | MatrixXd A = X * X.transpose(); | ||||
| 3 | cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl; | ||||
| 4 | |||||
| 5 | SelfAdjointEigenSolver<MatrixXd> es(A); | ||||
| 6 | MatrixXd sqrtA = es.operatorSqrt(); | ||||
| 7 | cout << "The square root of A is: " << endl << sqrtA << endl; | ||||
| 8 | cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl; | ||||