Initial commit

Eigen3/doc/examples/TutorialLinAlgSetThreshold.cpp

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+#include <iostream>
+#include <Eigen/Dense>
+
+using namespace std;
+using namespace Eigen;
+
+int main()
+{
+   Matrix2d A;
+   A << 2, 1,
+        2, 0.9999999999;
+   FullPivLU<Matrix2d> lu(A);
+   cout << "By default, the rank of A is found to be " << lu.rank() << endl;
+   lu.setThreshold(1e-5);
+   cout << "With threshold 1e-5, the rank of A is found to be " << lu.rank() << endl;
+}