source: pacpussensors/trunk/Vislab/lib3dv/eigen/Eigen-install/doc/snippets/compile_LLT_example.cpp@ 136

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

using namespace Eigen;
using namespace std;

int main(int, char**)
{
  cout.precision(3);
  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;

  return 0;
}