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eigen/doc/snippets/LLT_solve.cpp
Benoit Jacob 6b48e932e9 *port the Cholesky module to the new solve() API
*improve documentation
2009-10-29 21:11:05 -04:00

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typedef Matrix<float,Dynamic,2> DataMatrix;
// let's generate some samples on the 3D plane of equation z = 2x+3y (with some noise)
DataMatrix samples = DataMatrix::Random(12,2);
VectorXf elevations = 2*samples.col(0) + 3*samples.col(1) + VectorXf::Random(12)*0.1;
// and let's solve samples * [x y]^T = elevations in least square sense:
Matrix<float,2,1> xy
= (samples.adjoint() * samples).llt().solve((samples.adjoint()*elevations));
cout << xy << endl;