1 MatrixXd X = MatrixXd::Random(4,4); 2 MatrixXd A = X * X.transpose(); 3 cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl; 4 5 SelfAdjointEigenSolver<MatrixXd> es(A); 6 MatrixXd sqrtA = es.operatorSqrt(); 7 cout << "The square root of A is: " << endl << sqrtA << endl; 8 cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl; 9
