| MatrixXd A(3,3); | |
| A << 4,-1,2, -1,6,0, 2,0,5; | |
| cout << "The matrix A is" << endl << A << endl; | |
| LLT<MatrixXd> lltOfA(A); // compute the Cholesky decomposition of A | |
| MatrixXd L = lltOfA.matrixL(); // retrieve factor L in the decomposition | |
| // The previous two lines can also be written as "L = A.llt().matrixL()" | |
| cout << "The Cholesky factor L is" << endl << L << endl; | |
| cout << "To check this, let us compute L * L.transpose()" << endl; | |
| cout << L * L.transpose() << endl; | |
| cout << "This should equal the matrix A" << endl; |