Initial commit

Eigen3/doc/snippets/LLT_solve.cpp

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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;