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1 | #include <Eigen/Dense>
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2 | #include <iostream>
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3 |
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4 | using namespace Eigen;
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5 | using namespace std;
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6 |
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7 | int main(int, char**)
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8 | {
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9 | cout.precision(3);
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10 | MatrixXd X = MatrixXd::Random(5,5);
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11 | MatrixXd A = X + X.transpose();
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12 | cout << "Here is a random symmetric 5x5 matrix:" << endl << A << endl << endl;
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13 | Tridiagonalization<MatrixXd> triOfA(A);
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14 | MatrixXd Q = triOfA.matrixQ();
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15 | cout << "The orthogonal matrix Q is:" << endl << Q << endl;
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16 | MatrixXd T = triOfA.matrixT();
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17 | cout << "The tridiagonal matrix T is:" << endl << T << endl << endl;
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18 | cout << "Q * T * Q^T = " << endl << Q * T * Q.transpose() << endl;
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19 |
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20 | return 0;
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21 | }
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