1 MatrixXd A(3,3); 2 A << 4,-1,2, -1,6,0, 2,0,5; 3 cout << "The matrix A is" << endl << A << endl; 4 5 LLT<MatrixXd> lltOfA(A); // compute the Cholesky decomposition of A 6 MatrixXd L = lltOfA.matrixL(); // retrieve factor L in the decomposition 7 // The previous two lines can also be written as "L = A.llt().matrixL()" 8 9 cout << "The Cholesky factor L is" << endl << L << endl; 10 cout << "To check this, let us compute L * L.transpose()" << endl; 11 cout << L * L.transpose() << endl; 12 cout << "This should equal the matrix A" << endl; 13
