1 MatrixXf m = MatrixXf::Random(3,2); 2 cout << "Here is the matrix m:" << endl << m << endl; 3 JacobiSVD<MatrixXf> svd(m, ComputeThinU | ComputeThinV); 4 cout << "Its singular values are:" << endl << svd.singularValues() << endl; 5 cout << "Its left singular vectors are the columns of the thin U matrix:" << endl << svd.matrixU() << endl; 6 cout << "Its right singular vectors are the columns of the thin V matrix:" << endl << svd.matrixV() << endl; 7 Vector3f rhs(1, 0, 0); 8 cout << "Now consider this rhs vector:" << endl << rhs << endl; 9 cout << "A least-squares solution of m*x = rhs is:" << endl << svd.solve(rhs) << endl; 10
