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
