File: Tridiagonalization_compute.cpp

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eigen3 3.4.0-5
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Tridiagonalization<MatrixXf> tri;
MatrixXf X = MatrixXf::Random(4,4);
MatrixXf A = X + X.transpose();
tri.compute(A);
cout << "The matrix T in the tridiagonal decomposition of A is: " << endl;
cout << tri.matrixT() << endl;
tri.compute(2*A); // re-use tri to compute eigenvalues of 2A
cout << "The matrix T in the tridiagonal decomposition of 2A is: " << endl;
cout << tri.matrixT() << endl;