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13 lines
584 B
C++
13 lines
584 B
C++
MatrixXd X = MatrixXd::Random(5,5);
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MatrixXd A = X + X.transpose();
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cout << "Here is a random symmetric 5x5 matrix:" << endl << A << endl << endl;
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VectorXd diag(5);
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VectorXd subdiag(4);
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VectorXd hcoeffs(4); // Scratch space for householder reflector.
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VectorXd workspace(5);
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internal::tridiagonalization_inplace(A, diag, subdiag, hcoeffs, workspace, true);
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cout << "The orthogonal matrix Q is:" << endl << A << endl;
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cout << "The diagonal of the tridiagonal matrix T is:" << endl << diag << endl;
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cout << "The subdiagonal of the tridiagonal matrix T is:" << endl << subdiag << endl;
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