| typedef Matrix<double, 5, 3> Matrix5x3; |
| typedef Matrix<double, 5, 5> Matrix5x5; |
| Matrix5x3 m = Matrix5x3::Random(); |
| cout << "Here is the matrix m:" << endl << m << endl; |
| Eigen::FullPivLU<Matrix5x3> lu(m); |
| cout << "Here is, up to permutations, its LU decomposition matrix:" << endl << lu.matrixLU() << endl; |
| cout << "Here is the L part:" << endl; |
| Matrix5x5 l = Matrix5x5::Identity(); |
| l.block<5, 3>(0, 0).triangularView<StrictlyLower>() = lu.matrixLU(); |
| cout << l << endl; |
| cout << "Here is the U part:" << endl; |
| Matrix5x3 u = lu.matrixLU().triangularView<Upper>(); |
| cout << u << endl; |
| cout << "Let us now reconstruct the original matrix m:" << endl; |
| cout << lu.permutationP().inverse() * l * u * lu.permutationQ().inverse() << endl; |