eigen/doc/examples/TutorialLinAlgComputeTwice.cpp

#include <iostream>
#include <Eigen/Dense>

int main()
{
   Eigen::Matrix2f A, b;
   Eigen::LLT<Eigen::Matrix2f> llt;
   A << 2, -1, -1, 3;
   b << 1, 2, 3, 1;
   std::cout << "Here is the matrix A:\n" << A << std::endl;
   std::cout << "Here is the right hand side b:\n" << b << std::endl;
   std::cout << "Computing LLT decomposition..." << std::endl;
   llt.compute(A);
   std::cout << "The solution is:\n" << llt.solve(b) << std::endl;
   A(1,1)++;
   std::cout << "The matrix A is now:\n" << A << std::endl;
   std::cout << "Computing LLT decomposition..." << std::endl;
   llt.compute(A);
   std::cout << "The solution is now:\n" << llt.solve(b) << std::endl;
}