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[136] | 1 | typedef Matrix<double, 5, 3> Matrix5x3;
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| 2 | typedef Matrix<double, 5, 5> Matrix5x5;
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| 3 | Matrix5x3 m = Matrix5x3::Random();
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| 4 | cout << "Here is the matrix m:" << endl << m << endl;
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| 5 | Eigen::FullPivLU<Matrix5x3> lu(m);
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| 6 | cout << "Here is, up to permutations, its LU decomposition matrix:"
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| 7 | << endl << lu.matrixLU() << endl;
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| 8 | cout << "Here is the L part:" << endl;
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| 9 | Matrix5x5 l = Matrix5x5::Identity();
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| 10 | l.block<5,3>(0,0).triangularView<StrictlyLower>() = lu.matrixLU();
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| 11 | cout << l << endl;
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| 12 | cout << "Here is the U part:" << endl;
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| 13 | Matrix5x3 u = lu.matrixLU().triangularView<Upper>();
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| 14 | cout << u << endl;
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| 15 | cout << "Let us now reconstruct the original matrix m:" << endl;
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| 16 | cout << lu.permutationP().inverse() * l * u * lu.permutationQ().inverse() << endl;
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