| MatrixXd X = MatrixXd::Random(4,4); | |
| MatrixXd A = X * X.transpose(); | |
| cout << "Here is a random positive-definite matrix, A:" << endl << A << endl << endl; | |
| SelfAdjointEigenSolver<MatrixXd> es(A); | |
| MatrixXd sqrtA = es.operatorSqrt(); | |
| cout << "The square root of A is: " << endl << sqrtA << endl; | |
| cout << "If we square this, we get: " << endl << sqrtA*sqrtA << endl; |