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