source: pacpussensors/trunk/Vislab/lib3dv-1.2.0/lib3dv/eigen/doc/examples/TutorialLinAlgExSolveLDLT.cpp

#include <iostream>
#include <Eigen/Dense>

using namespace std;
using namespace Eigen;

int main()
{
   Matrix2f A, b;
   A << 2, -1, -1, 3;
   b << 1, 2, 3, 1;
   cout << "Here is the matrix A:\n" << A << endl;
   cout << "Here is the right hand side b:\n" << b << endl;
   Matrix2f x = A.ldlt().solve(b);
   cout << "The solution is:\n" << x << endl;
}