• Home
  • Line#
  • Scopes#
  • Navigate#
  • Raw
  • Download
1 typedef Matrix<double, 5, 3> Matrix5x3;
2 typedef Matrix<double, 5, 5> Matrix5x5;
3 Matrix5x3 m = Matrix5x3::Random();
4 cout << "Here is the matrix m:" << endl << m << endl;
5 Eigen::FullPivLU<Matrix5x3> lu(m);
6 cout << "Here is, up to permutations, its LU decomposition matrix:"
7      << endl << lu.matrixLU() << endl;
8 cout << "Here is the L part:" << endl;
9 Matrix5x5 l = Matrix5x5::Identity();
10 l.block<5,3>(0,0).triangularView<StrictlyLower>() = lu.matrixLU();
11 cout << l << endl;
12 cout << "Here is the U part:" << endl;
13 Matrix5x3 u = lu.matrixLU().triangularView<Upper>();
14 cout << u << endl;
15 cout << "Let us now reconstruct the original matrix m:" << endl;
16 cout << lu.permutationP().inverse() * l * u * lu.permutationQ().inverse() << endl;
17