source: pacpussensors/trunk/Vislab/lib3dv/eigen/Eigen-install/doc/snippets/compile_SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType2.cpp@ 136

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

using namespace Eigen;
using namespace std;

int main(int, char**)
{
  cout.precision(3);
  MatrixXd X = MatrixXd::Random(5,5);
MatrixXd A = X + X.transpose();
cout << "Here is a random symmetric matrix, A:" << endl << A << endl;
X = MatrixXd::Random(5,5);
MatrixXd B = X * X.transpose();
cout << "and a random postive-definite matrix, B:" << endl << B << endl << endl;

GeneralizedSelfAdjointEigenSolver<MatrixXd> es(A,B);
cout << "The eigenvalues of the pencil (A,B) are:" << endl << es.eigenvalues() << endl;
cout << "The matrix of eigenvectors, V, is:" << endl << es.eigenvectors() << endl << endl;

double lambda = es.eigenvalues()[0];
cout << "Consider the first eigenvalue, lambda = " << lambda << endl;
VectorXd v = es.eigenvectors().col(0);
cout << "If v is the corresponding eigenvector, then A * v = " << endl << A * v << endl;
cout << "... and lambda * B * v = " << endl << lambda * B * v << endl << endl;

  return 0;
}