eigen/doc/examples/TutorialLinAlgExSolveLDLT.cpp

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#include <iostream>
#include <Eigen/Dense>
using namespace std;
using namespace Eigen;
int main()
{
Matrix2f A, b;
A << 2, -1, -1, 3;
b << 1, 2, 3, 1;
cout << "Here is the matrix A:\n" << A << endl;
cout << "Here is the right hand side b:\n" << b << endl;
Matrix2f x = A.ldlt().solve(b);
cout << "The solution is:\n" << x << endl;
}