source: pacpussensors/trunk/Vislab/lib3dv-1.2.0/lib3dv/eigen/doc/snippets/Tridiagonalization_diagonal.cpp

MatrixXcd X = MatrixXcd::Random(4,4);
MatrixXcd A = X + X.adjoint();
cout << "Here is a random self-adjoint 4x4 matrix:" << endl << A << endl << endl;

Tridiagonalization<MatrixXcd> triOfA(A);
MatrixXd T = triOfA.matrixT();
cout << "The tridiagonal matrix T is:" << endl << T << endl << endl;

cout << "We can also extract the diagonals of T directly ..." << endl;
VectorXd diag = triOfA.diagonal();
cout << "The diagonal is:" << endl << diag << endl; 
VectorXd subdiag = triOfA.subDiagonal();
cout << "The subdiagonal is:" << endl << subdiag << endl;