source: pacpussensors/trunk/Vislab/lib3dv/eigen/Eigen-install/doc/snippets/compile_SelfAdjointEigenSolver_compute_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();
X = MatrixXd::Random(5,5);
MatrixXd B = X * X.transpose();

GeneralizedSelfAdjointEigenSolver<MatrixXd> es(A,B,EigenvaluesOnly);
cout << "The eigenvalues of the pencil (A,B) are:" << endl << es.eigenvalues() << endl;
es.compute(B,A,false);
cout << "The eigenvalues of the pencil (B,A) are:" << endl << es.eigenvalues() << endl;

  return 0;
}