| 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. |
| VectorXd workspace(5); |
| internal::tridiagonalization_inplace(A, diag, subdiag, hcoeffs, workspace, 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; |
