Cloned library Eigen-3.4.0 with extra build files for internal package management.
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2 years ago
MatrixXd X = MatrixXd::Random(5,5);
MatrixXd A = X + X.transpose();
cout << "Here is a random symmetric 5x5 matrix:" << endl << A << endl << endl;
VectorXd diag(5);
VectorXd subdiag(4);
VectorXd hcoeffs(4); // Scratch space for householder reflector.
internal::tridiagonalization_inplace(A, diag, subdiag, hcoeffs, true);
cout << "The orthogonal matrix Q is:" << endl << A << endl;
cout << "The diagonal of the tridiagonal matrix T is:" << endl << diag << endl;
cout << "The subdiagonal of the tridiagonal matrix T is:" << endl << subdiag << endl;